+11,958.2%
VRTX vs LEN
+8,092.2%
+3,866.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | 0.0% |
| 7D | 0.0% | -8.7% | +8.8% | +2.2% |
| 30D | +11.8% | +11.6% | +0.3% | +8.6% |
| 3M | +3.2% | -1.3% | +4.5% | +3.0% |
| 6M | +21.0% | -1.4% | +22.5% | +20.3% |
| YTD | +19.7% | -16.9% | +36.6% | +23.0% |
| 1Y | +25.0% | -31.2% | +56.1% | +34.4% |
| 3Y | +45.2% | -25.6% | +70.8% | +50.1% |
| 5Y | +189.7% | -13.3% | +203.0% | +181.2% |
| 10Y | +489.8% | +138.4% | +351.4% | +306.1% |
| All | +11,958.2% | +8,092.2% | +3,866.1% | +2,344.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling