+2,042.5%
LLY vs VRTX
+481.1%
+1,561.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +2.0% | +1.6% |
| 7D | +1.6% | +3.2% | -1.6% | +0.6% |
| 30D | +21.5% | +7.4% | +14.0% | +18.7% |
| 3M | +16.4% | +4.6% | +11.9% | +14.8% |
| 6M | +51.5% | +27.5% | +24.0% | +40.2% |
| YTD | +33.9% | +20.9% | +13.1% | +26.0% |
| 1Y | +49.1% | +30.1% | +19.0% | +37.0% |
| 3Y | +144.6% | +46.6% | +98.0% | +112.5% |
| 5Y | +466.3% | +191.6% | +274.8% | +300.4% |
| All | +2,042.5% | +481.1% | +1,561.3% | +1,294.6% |
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