+37.3%
LMT vs VRTX
+53.6%
-16.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.2% | +5.2% | +2.3% |
| 7D | -1.5% | -3.4% | +1.9% | -1.3% |
| 30D | -8.2% | +6.6% | -14.9% | -8.7% |
| 3M | +3.7% | +19.4% | -15.7% | +2.6% |
| 6M | -19.2% | +15.8% | -35.0% | -20.0% |
| YTD | +12.9% | +16.7% | -3.8% | +11.5% |
| 1Y | +19.8% | +33.8% | -14.0% | +17.6% |
| 3Y | +37.3% | +54.2% | -16.9% | +37.7% |
| All | +37.3% | +53.6% | -16.3% | +37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling