+30.2%
VRTX vs JD
-9.8%
+40.0%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.0% | +0.4% | +3.2% |
| 7D | +3.7% | +9.0% | -5.3% | +2.9% |
| 30D | +9.0% | +5.2% | +3.8% | +8.6% |
| 3M | +14.7% | -15.9% | +30.6% | +16.1% |
| 6M | +27.7% | -7.7% | +35.4% | +29.4% |
| YTD | +21.1% | +0.1% | +21.0% | +21.6% |
| 1Y | +30.2% | -9.7% | +40.0% | +31.2% |
| All | +30.2% | -9.8% | +40.0% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 1y: compounded portfolio wealth divided by compounded JD 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…
1y analysis · Full analysis span regression · 6 months rolling