-62.8%
ZTS vs VRTX
+175.7%
-238.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.2% | +0.2% | -2.1% |
| 7D | -4.8% | -3.4% | -1.4% | -3.9% |
| 30D | +1.2% | +6.6% | -5.4% | -0.5% |
| 3M | -6.0% | +19.4% | -25.4% | -10.6% |
| 6M | -38.7% | +15.8% | -54.5% | -41.4% |
| YTD | -40.6% | +16.7% | -57.3% | -43.5% |
| 1Y | -50.6% | +33.8% | -84.4% | -54.9% |
| 3Y | -58.7% | +54.2% | -112.9% | -65.0% |
| 5Y | -62.8% | +176.4% | -239.2% | -73.3% |
| All | -62.8% | +175.7% | -238.6% | -73.3% |
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