+5,895.7%
JNJ vs VRTX
+11,889.7%
-5,994.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | +1.5% | -0.4% | +1.8% | +1.5% |
| 30D | +6.3% | +7.9% | -1.6% | +5.8% |
| 3M | +8.5% | +3.3% | +5.2% | +8.2% |
| 6M | +28.0% | +25.7% | +2.3% | +25.9% |
| YTD | +37.7% | +20.7% | +17.0% | +35.7% |
| 1Y | +47.9% | +27.4% | +20.5% | +45.2% |
| 3Y | +107.4% | +46.4% | +61.0% | +100.4% |
| 5Y | +97.7% | +194.3% | -96.6% | +81.6% |
| 10Y | +210.7% | +494.6% | -283.9% | +171.0% |
| All | +5,895.7% | +11,889.7% | -5,994.0% | +3,902.0% |
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