+42.1%
VRTX vs JAAA
+18.5%
+23.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.8% |
| 7D | -1.6% | +0.1% | -1.7% | -1.8% |
| 30D | +8.0% | +0.4% | +7.6% | +6.8% |
| 3M | +4.3% | +1.2% | +3.1% | +1.1% |
| 6M | +18.9% | +2.3% | +16.6% | +12.1% |
| YTD | +18.8% | +4.0% | +14.8% | +7.8% |
| 1Y | +24.0% | +4.8% | +19.1% | +10.5% |
| 3Y | +42.1% | +18.4% | +23.7% | +9.5% |
| All | +42.1% | +18.5% | +23.6% | +9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling