+293.5%
JCI vs VRTX
+483.3%
-189.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.5% | -2.1% |
| 7D | +3.2% | -1.6% | +4.7% | +3.5% |
| 30D | -8.6% | +8.0% | -16.6% | -10.0% |
| 3M | -7.7% | +4.3% | -12.0% | -8.8% |
| 6M | -2.6% | +18.9% | -21.4% | -6.3% |
| YTD | +17.4% | +18.8% | -1.4% | +12.5% |
| 1Y | +16.9% | +24.0% | -7.0% | +11.0% |
| 3Y | +186.7% | +42.1% | +144.6% | +159.4% |
| 5Y | +95.4% | +187.6% | -92.2% | +50.4% |
| All | +293.5% | +483.3% | -189.8% | +173.4% |
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