+46.6%
VRTX vs LEN
-21.7%
+68.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.8% | +0.5% |
| 7D | +3.2% | +0.7% | +2.6% | +3.0% |
| 30D | +7.4% | +13.0% | -5.6% | +4.8% |
| 3M | +4.6% | +1.9% | +2.7% | +3.8% |
| 6M | +27.5% | -0.7% | +28.2% | +26.8% |
| YTD | +20.9% | -13.8% | +34.7% | +22.8% |
| 1Y | +30.1% | -28.1% | +58.2% | +37.9% |
| 3Y | +46.6% | -22.8% | +69.5% | +52.8% |
| All | +46.6% | -21.7% | +68.3% | +52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling