+221.6%
JNJ vs VRTX
+483.3%
-261.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | +3.5% | -1.6% | +5.0% | +3.8% |
| 30D | +12.5% | +8.0% | +4.5% | +10.7% |
| 3M | +9.6% | +4.3% | +5.3% | +8.6% |
| 6M | +25.3% | +18.9% | +6.5% | +21.0% |
| YTD | +40.3% | +18.8% | +21.5% | +35.0% |
| 1Y | +49.6% | +24.0% | +25.7% | +42.7% |
| 3Y | +110.8% | +42.1% | +68.6% | +91.2% |
| 5Y | +99.1% | +187.6% | -88.5% | +53.2% |
| All | +221.6% | +483.3% | -261.7% | +139.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling