+426.7%
VRTX vs LUMN
-55.8%
+482.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.1% |
| 7D | -5.6% | +2.5% | -8.1% | -5.7% |
| 30D | -2.0% | +10.3% | -12.3% | -2.5% |
| 3M | +15.8% | -18.3% | +34.1% | +16.8% |
| 6M | +4.7% | +4.4% | +0.3% | +3.8% |
| YTD | +13.7% | -10.7% | +24.4% | +13.2% |
| 1Y | +29.7% | +14.0% | +15.8% | +26.7% |
| 3Y | +48.4% | +406.6% | -358.1% | +19.0% |
| 5Y | +173.3% | -36.8% | +210.1% | +183.6% |
| All | +426.7% | -55.8% | +482.5% | +416.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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