+1,530.4%
VRTX vs LULU
+725.5%
+804.9%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.6% | -5.7% | -3.7% |
| 7D | -3.4% | -12.6% | +9.1% | -1.1% |
| 30D | +6.6% | -19.7% | +26.4% | +10.9% |
| 3M | +19.4% | -12.2% | +31.6% | +21.7% |
| 6M | +15.8% | -39.3% | +55.2% | +26.3% |
| YTD | +16.7% | -50.3% | +67.0% | +32.2% |
| 1Y | +33.8% | -38.6% | +72.4% | +44.6% |
| 3Y | +54.2% | -74.0% | +128.1% | +90.5% |
| 5Y | +176.4% | -72.9% | +249.3% | +227.9% |
| 10Y | +443.5% | +56.2% | +387.4% | +320.0% |
| All | +1,530.4% | +725.5% | +804.9% | +563.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling