+41.8%
VRTX vs JD
+16.8%
+25.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.8% |
| 7D | -2.1% | +13.4% | -15.5% | -2.7% |
| 30D | +8.2% | +7.7% | +0.5% | +7.8% |
| 3M | +13.0% | -11.3% | +24.3% | +13.6% |
| 6M | +27.9% | -5.1% | +33.1% | +28.2% |
| YTD | +20.7% | +5.0% | +15.6% | +20.3% |
| 1Y | +31.4% | -5.6% | +37.1% | +31.6% |
| 3Y | +41.8% | +17.8% | +24.1% | +41.5% |
| All | +41.8% | +16.8% | +25.0% | +41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling