+493.1%
VRTX vs LII
+170.7%
+322.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.2% |
| 7D | -0.4% | -1.2% | +0.8% | -0.1% |
| 30D | +8.0% | -2.0% | +10.0% | +8.2% |
| 3M | +11.0% | -20.2% | +31.3% | +16.2% |
| 6M | +28.2% | -32.5% | +60.7% | +37.9% |
| YTD | +21.5% | -27.4% | +48.9% | +27.8% |
| 1Y | +34.5% | -28.2% | +62.7% | +41.8% |
| 3Y | +49.5% | -7.2% | +56.7% | +44.4% |
| 5Y | +188.3% | +19.9% | +168.4% | +153.2% |
| 10Y | +493.1% | +168.6% | +324.5% | +311.9% |
| All | +493.1% | +170.7% | +322.4% | +311.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling