+590.9%
JPM vs VRTX
+451.8%
+139.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -0.7% | -5.6% | +4.9% | +0.4% |
| 30D | -2.5% | -2.0% | -0.5% | -2.1% |
| 3M | +14.1% | +15.8% | -1.7% | +10.8% |
| 6M | +25.1% | +4.7% | +20.4% | +23.6% |
| YTD | +12.1% | +13.7% | -1.6% | +8.8% |
| 1Y | +18.8% | +29.7% | -10.9% | +12.1% |
| 3Y | +163.4% | +48.4% | +115.0% | +136.4% |
| 5Y | +156.5% | +173.3% | -16.8% | +99.6% |
| All | +590.9% | +451.8% | +139.0% | +399.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling