+133.3%
VRTX vs JAAA
+29.3%
+104.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.2% |
| 7D | -7.8% | +0.1% | -7.9% | -7.8% |
| 30D | -2.8% | +0.4% | -3.3% | -3.2% |
| 3M | +18.1% | +1.2% | +16.9% | +16.9% |
| 6M | +3.1% | +2.7% | +0.4% | +0.9% |
| YTD | +13.5% | +3.2% | +10.3% | +10.7% |
| 1Y | +32.4% | +4.8% | +27.6% | +27.8% |
| 3Y | +50.0% | +19.0% | +31.0% | +39.9% |
| 5Y | +172.9% | +26.8% | +146.1% | +155.5% |
| All | +133.3% | +29.3% | +104.1% | +111.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 10y: compounded portfolio wealth divided by compounded JAAA 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…
10y analysis · Full analysis span regression · 6 months rolling