+170.3%
VRTX vs LYB
-4.6%
+174.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.2% |
| 7D | -5.6% | +0.3% | -5.9% | -5.6% |
| 30D | -2.0% | +2.5% | -4.4% | -2.1% |
| 3M | +15.8% | +1.4% | +14.4% | +15.7% |
| 6M | +4.7% | -3.5% | +8.2% | +4.2% |
| YTD | +13.7% | +52.0% | -38.3% | +6.8% |
| 1Y | +29.7% | +22.1% | +7.7% | +25.1% |
| 3Y | +48.4% | -22.8% | +71.2% | +50.7% |
| All | +170.3% | -4.6% | +174.9% | +178.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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