+5,083.9%
LITE vs VRTX
+314.6%
+4,769.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.1% | +6.1% | +4.6% |
| 7D | -1.5% | +0.8% | -2.4% | -1.8% |
| 30D | +6.7% | +12.6% | -6.0% | +2.8% |
| 3M | -6.8% | +23.6% | -30.4% | -13.0% |
| 6M | +29.4% | +14.3% | +15.2% | +23.1% |
| YTD | +139.1% | +20.5% | +118.6% | +123.7% |
| 1Y | +521.0% | +37.6% | +483.4% | +456.1% |
| 3Y | +1,535.3% | +55.5% | +1,479.7% | +1,270.7% |
| 5Y | +889.8% | +175.7% | +714.1% | +576.1% |
| 10Y | +2,400.7% | +474.2% | +1,926.5% | +1,398.8% |
| All | +5,083.9% | +314.6% | +4,769.2% | +2,953.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling