-29.6%
ZTS vs VRTX
+32.9%
-62.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -0.6% | +3.2% | -3.9% | -1.3% |
| 30D | +11.0% | +7.4% | +3.6% | +9.1% |
| 3M | +10.9% | +4.6% | +6.4% | +9.7% |
| 6M | +0.9% | +27.5% | -26.5% | -3.6% |
| YTD | -33.0% | +20.9% | -53.8% | -35.3% |
| 1Y | -29.6% | +30.1% | -59.7% | -32.8% |
| All | -29.6% | +32.9% | -62.5% | -32.8% |
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