+37.6%
VRTX vs JD
-5.6%
+43.2%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.3% |
| 7D | +0.8% | -1.7% | +2.5% | +1.0% |
| 30D | +12.6% | -13.2% | +25.8% | +13.9% |
| 3M | +23.6% | -3.2% | +26.8% | +24.3% |
| 6M | +14.3% | +15.2% | -0.9% | +12.9% |
| YTD | +20.5% | +2.0% | +18.5% | +20.3% |
| 1Y | +37.6% | -5.4% | +43.0% | +37.1% |
| All | +37.6% | -5.6% | +43.2% | +37.1% |
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