+97.7%
JNJ vs VRTX
+191.0%
-93.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | +1.5% | -0.4% | +1.8% | +1.6% |
| 30D | +6.3% | +7.9% | -1.6% | +4.8% |
| 3M | +8.5% | +3.3% | +5.2% | +7.8% |
| 6M | +28.0% | +25.7% | +2.3% | +23.0% |
| YTD | +37.7% | +20.7% | +17.0% | +32.8% |
| 1Y | +47.9% | +27.4% | +20.5% | +41.4% |
| 3Y | +107.4% | +46.4% | +61.0% | +88.9% |
| 5Y | +97.7% | +194.3% | -96.6% | +55.9% |
| All | +97.7% | +191.0% | -93.2% | +55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling