+210.9%
VRTX vs ZS
+517.5%
-306.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.4% | -1.6% |
| 7D | +0.8% | -7.8% | +8.7% | +1.7% |
| 30D | +12.6% | +5.0% | +7.6% | +11.8% |
| 3M | +23.6% | +25.5% | -1.9% | +20.1% |
| 6M | +14.3% | +8.7% | +5.6% | +11.0% |
| YTD | +20.5% | -24.5% | +45.0% | +22.0% |
| 1Y | +37.6% | -36.7% | +74.3% | +42.1% |
| 3Y | +55.5% | +7.2% | +48.3% | +47.4% |
| 5Y | +175.7% | -40.9% | +216.7% | +168.2% |
| All | +210.9% | +517.5% | -306.6% | +95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ZS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling