+1,545.2%
LLY vs VRTX
+452.7%
+1,092.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +0.9% | -1.2% |
| 7D | -3.1% | -3.4% | +0.3% | -2.0% |
| 30D | -5.1% | +6.6% | -11.7% | -7.0% |
| 3M | -2.1% | +19.4% | -21.5% | -7.4% |
| 6M | +13.8% | +15.8% | -2.0% | +8.5% |
| YTD | +5.1% | +16.7% | -11.6% | 0.0% |
| 1Y | +53.1% | +33.8% | +19.3% | +39.5% |
| 3Y | +95.6% | +54.2% | +41.5% | +67.5% |
| 5Y | +361.5% | +176.4% | +185.1% | +231.0% |
| 10Y | +1,545.2% | +443.5% | +1,101.7% | +971.9% |
| All | +1,545.2% | +452.7% | +1,092.4% | +971.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling