+1,402.3%
LITE vs VRTX
+580.6%
+821.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.8% | +4.8% | +5.4% |
| 7D | -35.9% | -2.1% | -33.8% | -35.5% |
| 30D | -51.5% | +8.2% | -59.7% | -52.7% |
| 3M | -35.7% | +13.0% | -48.8% | -38.7% |
| 6M | -43.0% | +27.9% | -70.9% | -48.3% |
| YTD | +46.1% | +20.7% | +25.4% | +34.7% |
| 1Y | +124.7% | +31.4% | +93.3% | +100.5% |
| 3Y | +1,172.1% | +41.8% | +1,130.2% | +966.2% |
| 5Y | +477.0% | +183.7% | +293.3% | +259.1% |
| All | +1,402.3% | +580.6% | +821.7% | +729.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling