+188.3%
VRTX vs CCJ
+172.2%
+16.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.7% | -5.0% | +0.3% |
| 7D | -0.4% | +2.7% | -3.1% | -0.6% |
| 30D | +8.0% | -14.4% | +22.4% | +9.1% |
| 3M | +11.0% | -22.6% | +33.7% | +13.0% |
| 6M | +28.2% | -35.4% | +63.6% | +31.9% |
| YTD | +21.5% | -17.6% | +39.1% | +22.3% |
| 1Y | +34.5% | -18.1% | +52.7% | +35.3% |
| 3Y | +49.5% | +79.6% | -30.1% | +34.9% |
| 5Y | +188.3% | +175.3% | +13.0% | +134.8% |
| All | +188.3% | +172.2% | +16.1% | +134.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling