+15.2%
LQD vs VRTX
+44.3%
-29.2%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.2% |
| 7D | -1.6% | -1.6% | -0.1% | -1.6% |
| 30D | +0.5% | +8.0% | -7.5% | +0.1% |
| 3M | -2.3% | +4.3% | -6.6% | -2.6% |
| 6M | -3.1% | +18.9% | -21.9% | -4.0% |
| YTD | -3.0% | +18.8% | -21.8% | -4.0% |
| 1Y | -2.6% | +24.0% | -26.5% | -3.9% |
| 3Y | +15.2% | +42.1% | -27.0% | +11.0% |
| All | +15.2% | +44.3% | -29.2% | +11.0% |
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 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