+131.0%
JPM vs VRTX
+186.8%
-55.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.5% |
| 3M | -4.5% | +4.6% | -9.0% | -5.2% |
| 6M | +14.3% | +27.5% | -13.2% | +9.8% |
| YTD | +8.2% | +20.9% | -12.6% | +4.5% |
| 1Y | +10.0% | +30.1% | -20.1% | +5.0% |
| 3Y | +149.0% | +46.6% | +102.3% | +126.7% |
| 5Y | +131.0% | +191.6% | -60.5% | +85.8% |
| All | +131.0% | +186.8% | -55.8% | +85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling