+474.5%
VRTX vs LEN
+147.0%
+327.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.8% | +0.6% |
| 7D | +3.2% | +0.7% | +2.6% | +3.0% |
| 30D | +7.4% | +13.0% | -5.6% | +4.6% |
| 3M | +4.6% | +1.9% | +2.7% | +3.8% |
| 6M | +27.5% | -0.7% | +28.2% | +26.7% |
| YTD | +20.9% | -13.8% | +34.7% | +22.9% |
| 1Y | +30.1% | -28.1% | +58.2% | +37.3% |
| 3Y | +46.6% | -22.8% | +69.5% | +50.0% |
| 5Y | +191.6% | -7.4% | +198.9% | +180.5% |
| 10Y | +474.5% | +143.7% | +330.9% | +290.8% |
| All | +474.5% | +147.0% | +327.6% | +290.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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