+1,252.2%
VRTX vs LYB
+633.9%
+618.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.3% | -1.4% |
| 7D | -6.4% | -3.1% | -3.3% | -5.8% |
| 30D | -0.5% | +4.0% | -4.6% | -1.5% |
| 3M | +16.9% | +2.4% | +14.5% | +15.8% |
| 6M | +13.1% | -1.4% | +14.5% | +11.4% |
| YTD | +14.9% | +53.9% | -39.0% | +1.2% |
| 1Y | +31.4% | +26.1% | +5.4% | +20.8% |
| 3Y | +51.9% | -21.0% | +72.9% | +53.7% |
| 5Y | +177.1% | -0.7% | +177.8% | +158.4% |
| 10Y | +456.3% | +49.3% | +407.0% | +312.6% |
| All | +1,252.2% | +633.9% | +618.2% | +442.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling