+3,634.7%
VRTX vs CCJ
+1,159.6%
+2,475.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.7% | -5.0% | -0.4% |
| 7D | -0.4% | +2.7% | -3.1% | -1.0% |
| 30D | +8.0% | -14.4% | +22.4% | +10.8% |
| 3M | +11.0% | -22.6% | +33.7% | +15.8% |
| 6M | +28.2% | -35.4% | +63.6% | +37.5% |
| YTD | +21.5% | -17.6% | +39.1% | +23.0% |
| 1Y | +34.5% | -18.1% | +52.7% | +36.0% |
| 3Y | +49.5% | +79.6% | -30.1% | +22.2% |
| 5Y | +188.3% | +175.3% | +13.0% | +105.5% |
| 10Y | +493.1% | +844.8% | -351.7% | +185.9% |
| All | +3,634.7% | +1,159.6% | +2,475.1% | +1,092.7% |
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