+82.5%
JNJ vs VRTX
+53.6%
+28.9%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +0.9% | -1.7% |
| 7D | -0.8% | -3.4% | +2.7% | -0.2% |
| 30D | +4.3% | +6.6% | -2.3% | +3.4% |
| 3M | +16.5% | +19.4% | -2.9% | +13.7% |
| 6M | +13.1% | +15.8% | -2.7% | +10.7% |
| YTD | +32.1% | +16.7% | +15.5% | +29.1% |
| 1Y | +54.5% | +33.8% | +20.7% | +48.4% |
| 3Y | +82.5% | +54.2% | +28.4% | +70.2% |
| All | +82.5% | +53.6% | +28.9% | +70.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling