+22.2%
LQD vs VRTX
+451.8%
-429.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -1.1% | -5.6% | +4.5% | -0.9% |
| 30D | -1.3% | -2.0% | +0.7% | -1.2% |
| 3M | -3.2% | +15.8% | -19.0% | -3.7% |
| 6M | -2.1% | +4.7% | -6.8% | -2.3% |
| YTD | -2.4% | +13.7% | -16.0% | -2.8% |
| 1Y | -2.7% | +29.7% | -32.4% | -3.6% |
| 3Y | +14.2% | +48.4% | -34.3% | +12.5% |
| 5Y | -5.8% | +173.3% | -179.1% | -8.5% |
| All | +22.2% | +451.8% | -429.6% | +19.7% |
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 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