+2,898.2%
LITE vs VRTX
+311.9%
+2,586.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -1.2% | -17.5% | -18.4% |
| 7D | -44.6% | +0.5% | -45.0% | -44.7% |
| 30D | -55.0% | +8.0% | -63.0% | -56.0% |
| 3M | -38.3% | +11.9% | -50.2% | -40.7% |
| 6M | -48.8% | +27.8% | -76.6% | -53.0% |
| YTD | +38.3% | +19.7% | +18.6% | +29.0% |
| 1Y | +119.0% | +30.1% | +88.9% | +98.7% |
| 3Y | +1,092.0% | +44.2% | +1,047.8% | +918.9% |
| 5Y | +446.1% | +181.3% | +264.8% | +269.2% |
| 10Y | +1,381.7% | +587.1% | +794.6% | +769.5% |
| All | +2,898.2% | +311.9% | +2,586.3% | +1,660.9% |
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 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