+30.2%
VRTX vs LII
-26.0%
+56.2%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.6% | -0.2% | +2.9% |
| 7D | +3.7% | +7.9% | -4.3% | +2.6% |
| 30D | +9.0% | -0.6% | +9.7% | +8.9% |
| 3M | +14.7% | -19.3% | +34.0% | +17.8% |
| 6M | +27.7% | -29.8% | +57.6% | +33.1% |
| YTD | +21.1% | -25.4% | +46.5% | +24.2% |
| 1Y | +30.2% | -26.2% | +56.4% | +33.8% |
| All | +30.2% | -26.0% | +56.2% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 1y: compounded portfolio wealth divided by compounded LII 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…
1y analysis · Full analysis span regression · 6 months rolling