+54.2%
VRTX vs JBL
+189.9%
-135.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.7% | -3.2% |
| 7D | -3.4% | +4.4% | -7.8% | -3.6% |
| 30D | +6.6% | -8.4% | +15.1% | +6.8% |
| 3M | +19.4% | -14.2% | +33.6% | +19.8% |
| 6M | +15.8% | +29.6% | -13.8% | +13.2% |
| YTD | +16.7% | +37.1% | -20.4% | +13.6% |
| 1Y | +33.8% | +49.5% | -15.7% | +29.5% |
| 3Y | +54.2% | +192.7% | -138.5% | +42.9% |
| All | +54.2% | +189.9% | -135.7% | +42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling