+22.0%
VRTX vs JBL
-28.1%
+50.1%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.6% | -3.8% | +0.3% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | +7.9% | -17.0% | +24.9% | +5.7% |
| 3M | +3.3% | -27.4% | +30.7% | 0.0% |
| All | +22.0% | -28.1% | +50.1% | +16.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling