+11,354.2%
VRTX vs LUMN
+257.2%
+11,097.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.1% |
| 7D | -5.6% | +2.5% | -8.1% | -5.9% |
| 30D | -2.0% | +10.3% | -12.3% | -3.4% |
| 3M | +15.8% | -18.3% | +34.1% | +18.2% |
| 6M | +4.7% | +4.4% | +0.3% | +2.4% |
| YTD | +13.7% | -10.7% | +24.4% | +12.4% |
| 1Y | +29.7% | +14.0% | +15.8% | +21.9% |
| 3Y | +48.4% | +406.6% | -358.1% | -12.8% |
| 5Y | +173.3% | -36.8% | +210.1% | +145.4% |
| 10Y | +450.2% | -56.2% | +506.4% | +381.6% |
| All | +11,354.2% | +257.2% | +11,097.0% | +6,806.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling