+470.4%
VRTX vs CCJ
+765.4%
-294.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | -0.6% |
| 7D | -1.6% | -0.8% | -0.8% | -1.5% |
| 30D | +8.0% | -13.2% | +21.2% | +9.5% |
| 3M | +4.3% | -27.6% | +31.9% | +7.5% |
| 6M | +18.9% | -38.7% | +57.6% | +24.3% |
| YTD | +18.8% | -22.7% | +41.5% | +20.5% |
| 1Y | +24.0% | -17.6% | +41.5% | +24.7% |
| 3Y | +42.1% | +62.7% | -20.5% | +27.4% |
| 5Y | +187.6% | +159.7% | +27.8% | +134.3% |
| All | +470.4% | +765.4% | -294.9% | +283.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling