-41.1%
DIS vs VRTX
+178.3%
-219.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.4% |
| 7D | -2.6% | +0.8% | -3.4% | -2.7% |
| 30D | +3.5% | +12.6% | -9.2% | +1.5% |
| 3M | +6.8% | +23.6% | -16.8% | +3.2% |
| 6M | +3.0% | +14.3% | -11.3% | +0.6% |
| YTD | -6.7% | +20.5% | -27.2% | -9.7% |
| 1Y | -10.1% | +37.6% | -47.7% | -14.7% |
| 3Y | +33.0% | +55.5% | -22.5% | +19.7% |
| All | -41.1% | +178.3% | -219.4% | -52.1% |
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