+493.1%
VRTX vs JD
+31.7%
+461.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +1.0% |
| 7D | -0.4% | +7.9% | -8.3% | -1.3% |
| 30D | +8.0% | +4.8% | +3.2% | +7.4% |
| 3M | +11.0% | -13.9% | +25.0% | +12.9% |
| 6M | +28.2% | -5.8% | +34.0% | +28.7% |
| YTD | +21.5% | +2.4% | +19.1% | +20.6% |
| 1Y | +34.5% | -7.5% | +42.1% | +35.1% |
| 3Y | +49.5% | +20.9% | +28.6% | +40.7% |
| 5Y | +188.3% | -58.0% | +246.3% | +202.4% |
| 10Y | +493.1% | +28.9% | +464.2% | +400.0% |
| All | +493.1% | +31.7% | +461.4% | +400.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling