+37.1%
JCI vs VRTX
+31.9%
+5.2%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -1.0% |
| 7D | +4.1% | -6.4% | +10.5% | +3.8% |
| 30D | -3.8% | -0.5% | -3.3% | -3.9% |
| 3M | -1.6% | +16.9% | -18.5% | -2.0% |
| 6M | +9.5% | +13.1% | -3.5% | +9.3% |
| YTD | +21.7% | +14.9% | +6.8% | +22.5% |
| 1Y | +37.1% | +31.4% | +5.7% | +40.7% |
| All | +37.1% | +31.9% | +5.2% | +40.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling