+3,608.7%
VRTX vs CCJ
+1,142.1%
+2,466.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.1% | -0.5% |
| 7D | -0.4% | +3.7% | -4.0% | -1.1% |
| 30D | +7.9% | -13.7% | +21.6% | +10.6% |
| 3M | +3.3% | -24.7% | +28.0% | +8.3% |
| 6M | +25.7% | -38.1% | +63.8% | +35.9% |
| YTD | +20.7% | -18.8% | +39.4% | +22.5% |
| 1Y | +27.4% | -19.5% | +47.0% | +29.2% |
| 3Y | +46.4% | +75.9% | -29.5% | +20.1% |
| 5Y | +194.3% | +173.1% | +21.2% | +110.2% |
| 10Y | +494.6% | +813.5% | -318.9% | +188.7% |
| All | +3,608.7% | +1,142.1% | +2,466.6% | +1,087.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling