-23.9%
DIS vs VRTX
+191.0%
-214.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.5% | +0.4% |
| 7D | +0.6% | -0.4% | +1.0% | +0.6% |
| 30D | +10.3% | +7.9% | +2.4% | +8.9% |
| 3M | +15.6% | +3.3% | +12.3% | +14.9% |
| 6M | +15.1% | +25.7% | -10.6% | +10.9% |
| YTD | +6.0% | +20.7% | -14.7% | +2.5% |
| 1Y | +5.7% | +27.4% | -21.8% | +1.4% |
| 3Y | +39.8% | +46.4% | -6.6% | +28.0% |
| 5Y | -23.9% | +194.3% | -218.2% | -37.1% |
| All | -23.9% | +191.0% | -214.8% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX 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 5y: compounded portfolio wealth divided by compounded VRTX 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…
5y analysis · Full analysis span regression · 6 months rolling