+6,009.8%
JNJ vs VRTX
+11,704.9%
-5,695.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.8% |
| 7D | +3.5% | -1.6% | +5.0% | +3.6% |
| 30D | +12.5% | +8.0% | +4.5% | +11.9% |
| 3M | +9.6% | +4.3% | +5.3% | +9.2% |
| 6M | +25.3% | +18.9% | +6.5% | +23.8% |
| YTD | +40.3% | +18.8% | +21.5% | +38.4% |
| 1Y | +49.6% | +24.0% | +25.7% | +47.2% |
| 3Y | +110.8% | +42.1% | +68.6% | +104.1% |
| 5Y | +99.1% | +187.6% | -88.5% | +83.1% |
| 10Y | +216.6% | +485.4% | -268.9% | +176.5% |
| All | +6,009.8% | +11,704.9% | -5,695.1% | +3,982.8% |
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