+194.3%
JCI vs VRTX
+46.0%
+148.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.7% | +4.1% | +4.8% |
| 7D | -3.4% | -0.4% | -3.0% | -3.4% |
| 30D | -10.1% | +8.0% | -18.1% | -10.6% |
| 3M | -6.8% | +11.0% | -17.8% | -7.6% |
| 6M | +2.0% | +28.2% | -26.2% | -0.5% |
| YTD | +19.2% | +21.5% | -2.3% | +16.8% |
| 1Y | +16.7% | +34.5% | -17.8% | +13.1% |
| 3Y | +194.3% | +49.5% | +144.9% | +191.6% |
| All | +194.3% | +46.0% | +148.3% | +191.6% |
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