+162.6%
JPM vs VRTX
+53.6%
+108.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.7% | -1.1% |
| 7D | -0.4% | -3.4% | +3.0% | 0.0% |
| 30D | -1.1% | +6.6% | -7.7% | -1.9% |
| 3M | +14.1% | +19.4% | -5.3% | +11.8% |
| 6M | +23.3% | +15.8% | +7.5% | +21.0% |
| YTD | +11.3% | +16.7% | -5.4% | +9.0% |
| 1Y | +23.0% | +33.8% | -10.8% | +18.7% |
| 3Y | +162.6% | +54.2% | +108.4% | +140.0% |
| All | +162.6% | +53.6% | +108.9% | +140.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling