+82.7%
JNJ vs VRTX
+175.1%
-92.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.5% |
| 7D | -3.0% | -6.4% | +3.4% | -1.8% |
| 30D | +2.5% | -0.5% | +3.0% | +2.6% |
| 3M | +13.2% | +16.9% | -3.7% | +10.3% |
| 6M | +11.3% | +13.1% | -1.8% | +8.8% |
| YTD | +31.1% | +14.9% | +16.2% | +27.7% |
| 1Y | +54.3% | +31.4% | +22.9% | +46.9% |
| 3Y | +81.1% | +51.9% | +29.2% | +63.6% |
| 5Y | +82.7% | +177.1% | -94.3% | +47.3% |
| All | +82.7% | +175.1% | -92.4% | +47.3% |
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 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