+192.1%
VRTX vs JBL
+306.0%
-114.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.6% | -3.8% | -0.4% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | +7.9% | -17.0% | +24.9% | +9.2% |
| 3M | +3.3% | -27.4% | +30.7% | +5.5% |
| 6M | +25.7% | -29.1% | +54.8% | +28.2% |
| YTD | +20.7% | +13.6% | +7.0% | +16.3% |
| 1Y | +27.4% | +22.8% | +4.7% | +21.6% |
| 3Y | +46.4% | +103.0% | -56.6% | +28.0% |
| All | +192.1% | +306.0% | -114.0% | +112.0% |
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 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