+185.4%
VRTX vs CCJ
+341.1%
-155.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | +0.8% | +0.7% | +0.1% | +0.7% |
| 30D | +12.6% | +6.9% | +5.8% | +12.0% |
| 3M | +23.6% | -11.6% | +35.3% | +24.5% |
| 6M | +14.3% | -16.2% | +30.5% | +15.3% |
| YTD | +20.5% | +10.1% | +10.4% | +18.8% |
| 1Y | +37.6% | +32.3% | +5.3% | +33.0% |
| 3Y | +55.5% | +171.3% | -115.8% | +35.3% |
| All | +185.4% | +341.1% | -155.8% | +127.5% |
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