+15,986.2%
LLY vs VRTX
+11,869.8%
+4,116.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.6% |
| 7D | -2.1% | +0.8% | -3.0% | -2.2% |
| 30D | -1.6% | +12.6% | -14.3% | -2.9% |
| 3M | +2.3% | +23.6% | -21.3% | -0.1% |
| 6M | +14.9% | +14.3% | +0.6% | +13.1% |
| YTD | +7.5% | +20.5% | -13.0% | +5.3% |
| 1Y | +55.7% | +37.6% | +18.1% | +50.2% |
| 3Y | +110.6% | +55.5% | +55.1% | +99.5% |
| 5Y | +363.4% | +175.7% | +187.7% | +312.4% |
| 10Y | +1,649.0% | +474.2% | +1,174.8% | +1,332.5% |
| All | +15,986.2% | +11,869.8% | +4,116.4% | +8,710.5% |
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