+30.8%
VRTX vs LII
-28.3%
+59.1%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.4% |
| 7D | -0.4% | -1.2% | +0.8% | -0.3% |
| 30D | +8.0% | -2.0% | +10.0% | +8.1% |
| 3M | +11.0% | -20.2% | +31.3% | +14.3% |
| 6M | +28.2% | -32.5% | +60.7% | +34.5% |
| YTD | +21.5% | -27.4% | +48.9% | +25.0% |
| All | +30.8% | -28.3% | +59.1% | +34.2% |
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