+107.6%
LMT vs VRTX
+191.0%
-83.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +2.5% | -0.4% | +2.9% | +2.6% |
| 30D | +19.2% | +7.9% | +11.3% | +18.3% |
| 3M | +2.7% | +3.3% | -0.6% | +2.2% |
| 6M | +20.6% | +25.7% | -5.1% | +17.9% |
| YTD | +28.4% | +20.7% | +7.8% | +25.7% |
| 1Y | +36.9% | +27.4% | +9.5% | +33.2% |
| 3Y | +48.5% | +46.4% | +2.1% | +40.6% |
| 5Y | +107.6% | +194.3% | -86.7% | +93.1% |
| All | +107.6% | +191.0% | -83.4% | +93.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling