+557.4%
VRTX vs JD
+31.9%
+525.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.7% |
| 7D | -2.1% | +13.4% | -15.5% | -3.6% |
| 30D | +8.2% | +7.7% | +0.5% | +7.2% |
| 3M | +13.0% | -11.3% | +24.3% | +14.5% |
| 6M | +27.9% | -5.1% | +33.1% | +28.4% |
| YTD | +20.7% | +5.0% | +15.6% | +19.5% |
| 1Y | +31.4% | -5.6% | +37.1% | +31.7% |
| 3Y | +41.8% | +17.8% | +24.1% | +34.2% |
| 5Y | +183.7% | -57.2% | +240.9% | +197.0% |
| All | +557.4% | +31.9% | +525.5% | +468.9% |
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