-26.7%
ZTS vs VRTX
+31.2%
-57.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.4% | +4.0% | +6.7% |
| 7D | +15.4% | +3.7% | +11.8% | +14.4% |
| 30D | +25.8% | +9.0% | +16.7% | +23.3% |
| 3M | +18.1% | +14.7% | +3.4% | +15.0% |
| 6M | -19.7% | +27.7% | -47.5% | -23.3% |
| YTD | -27.5% | +21.1% | -48.6% | -30.2% |
| 1Y | -26.7% | +30.2% | -56.9% | -29.8% |
| All | -26.7% | +31.2% | -57.9% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX 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 1y: compounded portfolio wealth divided by compounded VRTX 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…
1y analysis · Full analysis span regression · 6 months rolling