+37.6%
VRTX vs LULU
-49.9%
+87.5%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -17.4% | +15.3% | -0.4% |
| 7D | +0.8% | -16.7% | +17.5% | +2.5% |
| 30D | +12.6% | -18.5% | +31.2% | +14.7% |
| 3M | +23.6% | -19.5% | +43.1% | +25.9% |
| 6M | +14.3% | -41.9% | +56.2% | +20.3% |
| YTD | +20.5% | -51.6% | +72.0% | +28.6% |
| 1Y | +37.6% | -51.2% | +88.8% | +44.8% |
| All | +37.6% | -49.9% | +87.5% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 LULU 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