-59.5%
ZTS vs VRTX
+186.8%
-246.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -0.6% | +3.2% | -3.9% | -1.4% |
| 30D | +11.0% | +7.4% | +3.6% | +8.8% |
| 3M | +10.9% | +4.6% | +6.4% | +9.5% |
| 6M | +0.9% | +27.5% | -26.5% | -5.9% |
| YTD | -33.0% | +20.9% | -53.8% | -36.8% |
| 1Y | -29.6% | +30.1% | -59.7% | -35.1% |
| 3Y | -49.0% | +46.6% | -95.7% | -55.8% |
| 5Y | -59.5% | +191.6% | -251.1% | -70.6% |
| All | -59.5% | +186.8% | -246.3% | -70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling