+172.9%
VRTX vs JBLU
-71.4%
+244.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | -7.8% | -4.8% | -3.0% | -7.5% |
| 30D | -2.8% | -24.4% | +21.6% | -1.1% |
| 3M | +18.1% | -4.8% | +22.9% | +18.0% |
| 6M | +3.1% | -0.5% | +3.5% | +2.4% |
| YTD | +13.5% | -3.5% | +17.0% | +12.8% |
| 1Y | +32.4% | -13.6% | +46.0% | +32.2% |
| 3Y | +50.0% | -15.3% | +65.2% | +44.7% |
| 5Y | +172.9% | -70.1% | +243.0% | +185.4% |
| All | +172.9% | -71.4% | +244.3% | +185.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling