+2,617.4%
JCI vs VRTX
+11,973.9%
-9,356.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.7% | +4.1% | +4.7% |
| 7D | -3.4% | -0.4% | -3.0% | -3.4% |
| 30D | -10.1% | +8.0% | -18.1% | -11.1% |
| 3M | -6.8% | +11.0% | -17.8% | -8.2% |
| 6M | +2.0% | +28.2% | -26.2% | -1.6% |
| YTD | +19.2% | +21.5% | -2.3% | +15.6% |
| 1Y | +16.7% | +34.5% | -17.8% | +11.7% |
| 3Y | +194.3% | +49.5% | +144.9% | +174.8% |
| 5Y | +103.0% | +188.3% | -85.2% | +73.6% |
| 10Y | +301.7% | +493.1% | -191.4% | +207.4% |
| All | +2,617.4% | +11,973.9% | -9,356.4% | +1,178.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling