+668.6%
VRTX vs JD
+52.8%
+615.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.6% |
| 7D | -2.1% | +13.4% | -15.5% | -3.9% |
| 30D | +8.2% | +7.7% | +0.5% | +7.0% |
| 3M | +13.0% | -11.3% | +24.3% | +14.9% |
| 6M | +27.9% | -5.1% | +33.1% | +28.5% |
| YTD | +20.7% | +5.0% | +15.6% | +19.1% |
| 1Y | +31.4% | -5.6% | +37.1% | +31.7% |
| 3Y | +41.8% | +17.8% | +24.1% | +31.9% |
| 5Y | +183.7% | -57.2% | +240.9% | +196.4% |
| 10Y | +592.9% | +34.8% | +558.1% | +378.4% |
| All | +668.6% | +52.8% | +615.8% | +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