+174.6%
ZTS vs VRTX
+1,112.3%
-937.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.2% |
| 7D | -2.0% | +0.8% | -2.8% | -2.1% |
| 30D | +1.9% | +12.6% | -10.7% | -0.5% |
| 3M | -4.0% | +23.6% | -27.6% | -8.1% |
| 6M | -39.1% | +14.3% | -53.4% | -40.9% |
| YTD | -38.8% | +20.5% | -59.3% | -41.3% |
| 1Y | -49.6% | +37.6% | -87.2% | -52.9% |
| 3Y | -59.0% | +55.5% | -114.5% | -63.0% |
| 5Y | -61.8% | +175.7% | -237.5% | -69.2% |
| 10Y | +61.4% | +474.2% | -412.8% | +17.9% |
| All | +174.6% | +1,112.3% | -937.6% | +99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling