+470.4%
VRTX vs JBL
+1,148.2%
-677.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.4% |
| 7D | -1.6% | +6.3% | -7.9% | -2.6% |
| 30D | +8.0% | -13.5% | +21.5% | +10.3% |
| 3M | +4.3% | -31.3% | +35.6% | +10.2% |
| 6M | +18.9% | -28.4% | +47.3% | +23.7% |
| YTD | +18.8% | +11.6% | +7.2% | +12.5% |
| 1Y | +24.0% | +26.1% | -2.2% | +14.4% |
| 3Y | +42.1% | +97.4% | -55.2% | +14.7% |
| 5Y | +187.6% | +301.0% | -113.4% | +87.1% |
| All | +470.4% | +1,148.2% | -677.8% | +152.0% |
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