+307.6%
JCI vs VRTX
+480.2%
-172.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.6% | +2.5% |
| 7D | +2.9% | -0.4% | +3.3% | +3.0% |
| 30D | -6.9% | +7.9% | -14.8% | -8.4% |
| 3M | -6.3% | +3.3% | -9.6% | -7.2% |
| 6M | +2.6% | +25.7% | -23.1% | -2.4% |
| YTD | +21.8% | +20.7% | +1.1% | +16.4% |
| 1Y | +19.6% | +27.4% | -7.8% | +13.0% |
| 3Y | +194.9% | +46.4% | +148.5% | +165.3% |
| 5Y | +108.1% | +194.3% | -86.2% | +59.6% |
| 10Y | +307.6% | +494.6% | -187.0% | +184.1% |
| All | +307.6% | +480.2% | -172.6% | +184.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling