+140.8%
LLY vs VRTX
+44.3%
+96.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | +6.7% | -1.6% | +8.3% | +7.4% |
| 30D | +19.6% | +8.0% | +11.5% | +16.1% |
| 3M | +19.7% | +4.3% | +15.4% | +17.8% |
| 6M | +42.7% | +18.9% | +23.9% | +33.9% |
| YTD | +35.1% | +18.8% | +16.3% | +26.8% |
| 1Y | +42.2% | +24.0% | +18.2% | +31.6% |
| 3Y | +140.8% | +42.1% | +98.6% | +116.8% |
| All | +140.8% | +44.3% | +96.5% | +116.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling