+2.6%
JCI vs VRTX
+27.4%
-24.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.6% | +2.4% |
| 7D | +2.9% | -0.4% | +3.3% | +2.8% |
| 30D | -6.9% | +7.9% | -14.8% | -5.0% |
| 3M | -6.3% | +3.3% | -9.6% | -4.9% |
| 6M | +2.6% | +25.7% | -23.1% | +5.2% |
| All | +2.6% | +27.4% | -24.8% | +5.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling