+3,602.5%
VRTX vs CCJ
+1,583.6%
+2,018.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | +0.8% | +0.7% | +0.1% | +0.6% |
| 30D | +12.6% | +6.9% | +5.8% | +11.1% |
| 3M | +23.6% | -11.6% | +35.3% | +25.8% |
| 6M | +14.3% | -16.2% | +30.5% | +16.7% |
| YTD | +20.5% | +10.1% | +10.4% | +16.0% |
| 1Y | +37.6% | +32.3% | +5.3% | +26.2% |
| 3Y | +55.5% | +171.3% | -115.8% | +17.5% |
| 5Y | +175.7% | +372.4% | -196.6% | +75.6% |
| 10Y | +474.2% | +1,070.0% | -595.8% | +167.6% |
| All | +3,602.5% | +1,583.6% | +2,018.9% | +1,024.9% |
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