+177.1%
VRTX vs JBL
+410.1%
-233.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -6.4% | +4.0% | -10.4% | -6.7% |
| 30D | -0.5% | -7.5% | +7.0% | 0.0% |
| 3M | +16.9% | -14.1% | +31.0% | +18.0% |
| 6M | +13.1% | +25.9% | -12.8% | +9.1% |
| YTD | +14.9% | +36.7% | -21.7% | +9.7% |
| 1Y | +31.4% | +49.0% | -17.6% | +23.7% |
| 3Y | +51.9% | +191.8% | -139.9% | +26.8% |
| 5Y | +177.1% | +409.8% | -232.7% | +99.4% |
| All | +177.1% | +410.1% | -233.0% | +99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling