+494.6%
VRTX vs JD
+31.1%
+463.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.5% | 0.0% |
| 7D | -0.4% | +0.4% | -0.8% | -0.4% |
| 30D | +7.9% | +4.2% | +3.7% | +7.3% |
| 3M | +3.3% | -12.8% | +16.0% | +4.8% |
| 6M | +25.7% | -8.8% | +34.5% | +26.7% |
| YTD | +20.7% | +0.5% | +20.2% | +20.0% |
| 1Y | +27.4% | -8.8% | +36.2% | +28.2% |
| 3Y | +46.4% | +18.6% | +27.8% | +38.1% |
| 5Y | +194.3% | -62.2% | +256.6% | +215.8% |
| 10Y | +494.6% | +32.2% | +462.4% | +402.3% |
| All | +494.6% | +31.1% | +463.5% | +402.3% |
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