+5,784.9%
JNJ vs VRTX
+11,869.8%
-6,084.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -1.0% |
| 7D | +2.7% | +0.8% | +1.9% | +2.6% |
| 30D | +7.4% | +12.6% | -5.3% | +6.4% |
| 3M | +21.2% | +23.6% | -2.4% | +19.4% |
| 6M | +13.4% | +14.3% | -0.9% | +12.2% |
| YTD | +35.1% | +20.5% | +14.7% | +33.2% |
| 1Y | +57.4% | +37.6% | +19.8% | +53.6% |
| 3Y | +86.8% | +55.5% | +31.2% | +79.7% |
| 5Y | +80.8% | +175.7% | -94.9% | +66.7% |
| 10Y | +202.7% | +474.2% | -271.5% | +164.4% |
| All | +5,784.9% | +11,869.8% | -6,084.9% | +3,828.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling