+184.1%
VRTX vs LII
+25.3%
+158.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.3% |
| 7D | +0.8% | -0.7% | +1.5% | +0.9% |
| 30D | +12.6% | -12.6% | +25.2% | +15.2% |
| 3M | +23.6% | -24.4% | +48.1% | +28.9% |
| 6M | +14.3% | -28.7% | +43.0% | +20.0% |
| YTD | +20.5% | -19.1% | +39.6% | +23.4% |
| 1Y | +37.6% | -29.7% | +67.3% | +44.3% |
| 3Y | +55.5% | +4.8% | +50.8% | +49.4% |
| All | +184.1% | +25.3% | +158.8% | +138.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling