+11,698.2%
JPM vs VRTX
+11,869.8%
-171.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.6% |
| 7D | +0.3% | +0.8% | -0.5% | +0.2% |
| 30D | -0.2% | +12.6% | -12.8% | -2.0% |
| 3M | +15.9% | +23.6% | -7.8% | +12.1% |
| 6M | +20.9% | +14.3% | +6.7% | +18.2% |
| YTD | +12.9% | +20.5% | -7.6% | +9.3% |
| 1Y | +20.3% | +37.6% | -17.3% | +14.0% |
| 3Y | +160.9% | +55.5% | +105.4% | +139.4% |
| 5Y | +154.8% | +175.7% | -20.9% | +112.6% |
| 10Y | +591.1% | +474.2% | +116.9% | +400.6% |
| All | +11,698.2% | +11,869.8% | -171.5% | +4,896.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling