+662.3%
VRTX vs JD
+44.3%
+618.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.6% |
| 7D | 0.0% | -4.0% | +4.0% | +0.6% |
| 30D | +11.8% | +2.7% | +9.2% | +11.3% |
| 3M | +3.2% | -13.0% | +16.2% | +5.2% |
| 6M | +21.0% | -12.7% | +33.7% | +23.0% |
| YTD | +19.7% | -0.8% | +20.5% | +19.1% |
| 1Y | +25.0% | -8.9% | +33.9% | +25.9% |
| 3Y | +45.2% | +17.0% | +28.2% | +35.0% |
| 5Y | +189.7% | -63.5% | +253.2% | +213.4% |
| 10Y | +489.8% | +30.5% | +459.3% | +307.9% |
| All | +662.3% | +44.3% | +618.1% | +384.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling