+31.4%
VRTX vs CCJ
+29.0%
+2.4%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | +0.1% | -1.4% |
| 7D | -6.4% | +4.2% | -10.6% | -6.6% |
| 30D | -0.5% | +3.2% | -3.7% | -0.7% |
| 3M | +16.9% | -1.8% | +18.7% | +16.9% |
| 6M | +13.1% | -13.5% | +26.6% | +13.3% |
| YTD | +14.9% | +9.7% | +5.2% | +15.7% |
| 1Y | +31.4% | +30.0% | +1.4% | +33.1% |
| All | +31.4% | +29.0% | +2.4% | +33.1% |
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