+426.7%
VRTX vs JBLU
-72.4%
+499.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.2% |
| 7D | -5.6% | -5.0% | -0.7% | -5.3% |
| 30D | -2.0% | -23.9% | +21.9% | -0.1% |
| 3M | +15.8% | -11.6% | +27.5% | +16.4% |
| 6M | +4.7% | -0.2% | +4.9% | +3.9% |
| YTD | +13.7% | -3.3% | +17.0% | +12.8% |
| 1Y | +29.7% | -15.4% | +45.1% | +29.6% |
| 3Y | +48.4% | -14.7% | +63.2% | +42.5% |
| 5Y | +173.3% | -70.0% | +243.4% | +181.4% |
| All | +426.7% | -72.4% | +499.1% | +408.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 10y: compounded portfolio wealth divided by compounded JBLU 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…
10y analysis · Full analysis span regression · 6 months rolling