+470.2%
VRTX vs LSCC
+1,772.4%
-1,302.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.0% | -4.1% | -2.4% |
| 7D | +0.8% | +1.3% | -0.5% | +0.7% |
| 30D | +12.6% | -9.7% | +22.3% | +13.8% |
| 3M | +23.6% | -23.7% | +47.3% | +26.5% |
| 6M | +14.3% | +26.5% | -12.2% | +9.0% |
| YTD | +20.5% | +57.5% | -37.1% | +11.2% |
| 1Y | +37.6% | +75.7% | -38.1% | +24.8% |
| 3Y | +55.5% | +19.5% | +36.1% | +43.7% |
| 5Y | +175.7% | +83.8% | +92.0% | +124.2% |
| All | +470.2% | +1,772.4% | -1,302.2% | +178.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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