+18,850.3%
LLY vs VRTX
+11,891.0%
+6,959.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | -4.5% | -2.1% | -2.4% | -4.3% |
| 30D | +13.9% | +8.2% | +5.7% | +12.9% |
| 3M | +13.8% | +13.0% | +0.7% | +12.2% |
| 6M | +37.6% | +27.9% | +9.7% | +33.9% |
| YTD | +26.6% | +20.7% | +5.9% | +24.0% |
| 1Y | +45.3% | +31.4% | +13.9% | +41.0% |
| 3Y | +132.2% | +41.8% | +90.4% | +122.2% |
| 5Y | +434.7% | +183.7% | +251.0% | +374.5% |
| 10Y | +2,084.3% | +592.9% | +1,491.4% | +1,659.9% |
| All | +18,850.3% | +11,891.0% | +6,959.3% | +10,278.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling