+185.8%
LMT vs VRTX
+451.8%
-266.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -0.2% | -5.6% | +5.4% | +0.7% |
| 30D | -13.1% | -2.0% | -11.1% | -12.9% |
| 3M | -3.9% | +15.8% | -19.7% | -6.4% |
| 6M | -18.3% | +4.7% | -22.9% | -19.1% |
| YTD | +10.3% | +13.7% | -3.4% | +7.4% |
| 1Y | +14.2% | +29.7% | -15.5% | +8.5% |
| 3Y | +35.0% | +48.4% | -13.5% | +22.1% |
| 5Y | +73.2% | +173.3% | -100.1% | +36.4% |
| All | +185.8% | +451.8% | -266.0% | +106.5% |
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 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