+194.3%
LMT vs VRTX
+487.7%
-293.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | +4.8% | 0.0% | +4.8% | +4.8% |
| 30D | +19.9% | +11.8% | +8.0% | +17.6% |
| 3M | +0.2% | +3.2% | -3.0% | -0.6% |
| 6M | +17.4% | +21.0% | -3.6% | +13.4% |
| YTD | +27.2% | +19.7% | +7.5% | +22.6% |
| 1Y | +35.6% | +25.0% | +10.6% | +29.7% |
| 3Y | +47.1% | +45.2% | +1.9% | +34.1% |
| 5Y | +103.7% | +189.7% | -86.1% | +59.3% |
| All | +194.3% | +487.7% | -293.4% | +117.2% |
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 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