+55.7%
LLY vs VRTX
+37.4%
+18.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | +0.3% |
| 7D | -2.1% | +0.8% | -3.0% | -2.6% |
| 30D | -1.6% | +12.6% | -14.3% | -7.6% |
| 3M | +2.3% | +23.6% | -21.3% | -8.6% |
| 6M | +14.9% | +14.3% | +0.6% | +6.3% |
| YTD | +7.5% | +20.5% | -13.0% | -2.5% |
| 1Y | +55.7% | +37.6% | +18.1% | +35.2% |
| All | +55.7% | +37.4% | +18.3% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX 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 1y: compounded portfolio wealth divided by compounded VRTX 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…
1y analysis · Full analysis span regression · 6 months rolling