+11,234.1%
JPM vs VRTX
+11,793.0%
-559.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | +3.4% | +11.8% | -8.4% | +1.7% |
| 3M | -5.7% | +3.2% | -8.9% | -6.2% |
| 6M | +13.5% | +21.0% | -7.5% | +10.0% |
| YTD | +8.4% | +19.7% | -11.2% | +5.0% |
| 1Y | +9.1% | +25.0% | -15.9% | +4.9% |
| 3Y | +149.5% | +45.2% | +104.3% | +131.2% |
| 5Y | +132.6% | +189.7% | -57.1% | +92.6% |
| 10Y | +480.0% | +489.8% | -9.8% | +319.0% |
| All | +11,234.1% | +11,793.0% | -559.0% | +4,700.4% |
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