+425.8%
VRTX vs JBL
+1,478.7%
-1,052.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | -0.8% |
| 7D | -7.8% | -1.0% | -6.8% | -7.6% |
| 30D | -2.8% | -15.1% | +12.2% | -0.3% |
| 3M | +18.1% | -14.0% | +32.1% | +20.3% |
| 6M | +3.1% | +20.6% | -17.5% | -2.3% |
| YTD | +13.5% | +32.9% | -19.4% | +5.1% |
| 1Y | +32.4% | +40.5% | -8.1% | +20.6% |
| 3Y | +50.0% | +183.7% | -133.7% | +12.1% |
| 5Y | +172.9% | +388.3% | -215.5% | +72.0% |
| All | +425.8% | +1,478.7% | -1,052.9% | +121.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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