+52.1%
JNJ vs VRTX
+32.7%
+19.5%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -3.5% | -5.6% | +2.1% | -2.3% |
| 30D | +2.3% | -2.0% | +4.3% | +2.8% |
| 3M | +12.0% | +15.8% | -3.8% | +9.3% |
| 6M | +10.5% | +4.7% | +5.8% | +8.7% |
| YTD | +30.4% | +13.7% | +16.7% | +27.8% |
| 1Y | +52.1% | +29.7% | +22.4% | +48.5% |
| All | +52.1% | +32.7% | +19.5% | +48.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling