+483.3%
LLY vs VRTX
+187.6%
+295.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.6% |
| 7D | +6.7% | -1.6% | +8.3% | +7.4% |
| 30D | +19.6% | +8.0% | +11.5% | +16.0% |
| 3M | +19.7% | +4.3% | +15.4% | +17.8% |
| 6M | +42.7% | +18.9% | +23.9% | +33.5% |
| YTD | +35.1% | +18.8% | +16.3% | +26.3% |
| 1Y | +42.2% | +24.0% | +18.2% | +30.8% |
| 3Y | +140.8% | +42.1% | +98.6% | +105.1% |
| All | +483.3% | +187.6% | +295.7% | +312.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling