+110.3%
JCI vs VRTX
+175.1%
-64.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.8% |
| 7D | +4.1% | -6.4% | +10.5% | +5.0% |
| 30D | -3.8% | -0.5% | -3.3% | -3.9% |
| 3M | -1.6% | +16.9% | -18.5% | -4.4% |
| 6M | +9.5% | +13.1% | -3.5% | +6.9% |
| YTD | +21.7% | +14.9% | +6.8% | +18.3% |
| 1Y | +37.1% | +31.4% | +5.7% | +29.8% |
| 3Y | +165.2% | +51.9% | +113.3% | +137.2% |
| 5Y | +110.3% | +177.1% | -66.8% | +66.1% |
| All | +110.3% | +175.1% | -64.8% | +66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling