+232.7%
LITE vs VRTX
+31.2%
+201.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +3.4% | -11.3% | -6.6% |
| 7D | -31.4% | +3.7% | -35.1% | -30.3% |
| 30D | -42.6% | +9.0% | -51.6% | -40.5% |
| 3M | -26.2% | +14.7% | -40.9% | -23.2% |
| 6M | -35.8% | +27.7% | -63.5% | -33.8% |
| YTD | +70.0% | +21.1% | +48.9% | +80.9% |
| 1Y | +232.7% | +30.2% | +202.5% | +280.9% |
| All | +232.7% | +31.2% | +201.6% | +280.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX 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 VRTX 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