+1,778.9%
VRTX vs JBLU
-59.3%
+1,838.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.8% | -2.7% |
| 7D | -3.4% | +1.1% | -4.5% | -3.6% |
| 30D | +6.6% | -25.5% | +32.2% | +12.1% |
| 3M | +19.4% | -5.0% | +24.4% | +19.3% |
| 6M | +15.8% | +0.7% | +15.1% | +13.2% |
| YTD | +16.7% | -0.7% | +17.3% | +13.4% |
| 1Y | +33.8% | -12.7% | +46.6% | +32.4% |
| 3Y | +54.2% | -12.7% | +66.9% | +36.0% |
| 5Y | +176.4% | -69.3% | +245.6% | +190.2% |
| 10Y | +443.5% | -73.0% | +516.5% | +413.7% |
| All | +1,778.9% | -59.3% | +1,838.2% | +1,032.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling