+10.5%
JPM vs VRTX
+29.4%
-19.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +1.2% | +3.2% | -2.0% | +0.7% |
| 30D | +2.7% | +7.4% | -4.7% | +1.6% |
| 3M | -4.5% | +4.6% | -9.0% | -5.2% |
| 6M | +14.3% | +27.5% | -13.2% | +9.6% |
| YTD | +8.2% | +20.9% | -12.6% | +3.5% |
| All | +10.5% | +29.4% | -19.0% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling