-57.9%
ZTS vs VRTX
+57.9%
-115.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.2% |
| 7D | -2.0% | +0.8% | -2.8% | -2.2% |
| 30D | +1.9% | +12.6% | -10.7% | -0.8% |
| 3M | -4.0% | +23.6% | -27.6% | -8.6% |
| 6M | -39.1% | +14.3% | -53.4% | -41.1% |
| YTD | -38.8% | +20.5% | -59.3% | -41.6% |
| 1Y | -49.6% | +37.6% | -87.2% | -53.4% |
| All | -57.9% | +57.9% | -115.9% | -62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling