+30.2%
VRTX vs CCJ
-26.2%
+56.4%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.2% | +4.7% | +3.5% |
| 7D | +3.7% | -14.5% | +18.2% | +4.6% |
| 30D | +9.0% | -18.1% | +27.1% | +10.2% |
| 3M | +14.7% | -23.0% | +37.7% | +16.5% |
| 6M | +27.7% | -39.4% | +67.1% | +31.5% |
| YTD | +21.1% | -21.7% | +42.8% | +24.4% |
| 1Y | +30.2% | -25.9% | +56.1% | +33.9% |
| All | +30.2% | -26.2% | +56.4% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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