+167.8%
JCI vs VRTX
+53.6%
+114.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.1% | +1.2% |
| 7D | +5.1% | -3.4% | +8.5% | +5.4% |
| 30D | -3.8% | +6.6% | -10.5% | -4.5% |
| 3M | +1.9% | +19.4% | -17.5% | -0.1% |
| 6M | +11.2% | +15.8% | -4.6% | +9.3% |
| YTD | +22.9% | +16.7% | +6.3% | +20.7% |
| 1Y | +37.4% | +33.8% | +3.6% | +32.4% |
| 3Y | +167.8% | +54.2% | +113.7% | +156.7% |
| All | +167.8% | +53.6% | +114.2% | +156.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling