+465.0%
JPM vs VRTX
+483.3%
-18.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | +3.5% | -1.6% | +5.0% | +3.8% |
| 30D | +3.3% | +8.0% | -4.8% | +1.7% |
| 3M | -4.2% | +4.3% | -8.5% | -5.1% |
| 6M | +16.4% | +18.9% | -2.5% | +12.3% |
| YTD | +9.5% | +18.8% | -9.3% | +5.3% |
| 1Y | +14.0% | +24.0% | -9.9% | +8.7% |
| 3Y | +153.1% | +42.1% | +110.9% | +129.8% |
| 5Y | +134.9% | +187.6% | -52.7% | +81.9% |
| All | +465.0% | +483.3% | -18.4% | +316.9% |
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