+562.5%
LITE vs VRTX
+187.6%
+374.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.7% | -4.4% |
| 7D | +10.8% | -1.6% | +12.3% | +11.0% |
| 30D | -33.4% | +8.0% | -41.5% | -34.1% |
| 3M | -32.2% | +4.3% | -36.5% | -32.8% |
| 6M | -42.1% | +18.9% | -61.0% | -44.3% |
| YTD | +61.9% | +18.8% | +43.1% | +55.6% |
| 1Y | +163.0% | +24.0% | +139.0% | +150.0% |
| 3Y | +1,358.0% | +42.1% | +1,315.9% | +1,215.8% |
| All | +562.5% | +187.6% | +374.9% | +417.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling