+13,993.4%
VRTX vs JBL
+42,637.0%
-28,643.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.4% |
| 7D | +0.8% | +3.0% | -2.2% | +0.2% |
| 30D | +12.6% | -8.3% | +20.9% | +14.3% |
| 3M | +23.6% | -16.9% | +40.5% | +27.2% |
| 6M | +14.3% | +21.8% | -7.5% | +7.7% |
| YTD | +20.5% | +36.3% | -15.8% | +10.4% |
| 1Y | +37.6% | +49.5% | -11.9% | +22.9% |
| 3Y | +55.5% | +170.6% | -115.1% | +17.6% |
| 5Y | +175.7% | +408.4% | -232.6% | +78.2% |
| 10Y | +474.2% | +1,450.4% | -976.2% | +177.2% |
| All | +13,993.4% | +42,637.0% | -28,643.6% | +3,661.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling