+201.1%
ZTS vs VRTX
+1,114.3%
-913.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -7.4% | -0.4% | -7.1% | -7.4% |
| 30D | +9.9% | +7.9% | +2.0% | +8.3% |
| 3M | +10.3% | +3.3% | +7.0% | +9.6% |
| 6M | +9.2% | +25.7% | -16.5% | +4.2% |
| YTD | -32.9% | +20.7% | -53.6% | -35.6% |
| 1Y | -29.7% | +27.4% | -57.2% | -33.4% |
| 3Y | -49.0% | +46.4% | -95.4% | -53.5% |
| 5Y | -59.3% | +194.3% | -253.6% | -67.6% |
| 10Y | +78.9% | +494.6% | -415.6% | +30.4% |
| All | +201.1% | +1,114.3% | -913.1% | +118.2% |
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