+211.9%
VRTX vs ZS
+608.8%
-396.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.5% | -0.3% |
| 7D | +3.2% | -13.4% | +16.6% | +4.8% |
| 30D | +7.4% | -16.6% | +24.0% | +9.3% |
| 3M | +4.6% | +10.3% | -5.7% | +2.7% |
| 6M | +27.5% | +28.1% | -0.7% | +21.4% |
| YTD | +20.9% | -13.3% | +34.2% | +19.8% |
| 1Y | +30.1% | -40.7% | +70.8% | +35.1% |
| 3Y | +46.6% | +11.4% | +35.3% | +38.0% |
| 5Y | +191.6% | -42.2% | +233.7% | +185.1% |
| All | +211.9% | +608.8% | -396.9% | +92.2% |
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