+11,955.6%
VRTX vs LSCC
+5,435.8%
+6,519.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.6% | +7.4% | +0.7% |
| 7D | +0.5% | -4.8% | +5.3% | +1.0% |
| 30D | +8.0% | -27.1% | +35.1% | +14.5% |
| 3M | +11.9% | -23.6% | +35.5% | +16.6% |
| 6M | +27.8% | -19.8% | +47.7% | +29.2% |
| YTD | +19.7% | +33.2% | -13.6% | +6.3% |
| 1Y | +30.1% | +55.2% | -25.1% | +11.5% |
| 3Y | +44.2% | +70.1% | -25.9% | +11.3% |
| 5Y | +181.3% | +19.5% | +161.8% | +119.6% |
| 10Y | +587.1% | +1,164.9% | -577.8% | +169.5% |
| All | +11,955.6% | +5,435.8% | +6,519.7% | +2,069.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling