+75.2%
LMT vs VRTX
+173.5%
-98.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.3% | +1.2% |
| 7D | -0.5% | -7.8% | +7.2% | +0.2% |
| 30D | -10.8% | -2.8% | -7.9% | -10.6% |
| 3M | +1.6% | +18.1% | -16.5% | -0.1% |
| 6M | -17.6% | +3.1% | -20.6% | -18.0% |
| YTD | +11.6% | +13.5% | -1.9% | +9.8% |
| 1Y | +17.2% | +32.4% | -15.2% | +13.5% |
| 3Y | +35.7% | +50.0% | -14.3% | +26.9% |
| 5Y | +75.2% | +172.9% | -97.7% | +52.0% |
| All | +75.2% | +173.5% | -98.3% | +52.0% |
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