-31.9%
DIS vs VRTX
+183.5%
-215.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | +5.2% | -2.1% | +7.3% | +5.6% |
| 30D | +11.5% | +8.2% | +3.3% | +10.0% |
| 3M | +11.5% | +13.0% | -1.5% | +9.2% |
| 6M | +8.9% | +27.9% | -19.1% | +4.5% |
| YTD | +3.4% | +20.7% | -17.3% | 0.0% |
| 1Y | +7.2% | +31.4% | -24.2% | +2.3% |
| 3Y | +43.3% | +41.8% | +1.5% | +31.9% |
| All | -31.9% | +183.5% | -215.4% | -45.5% |
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