+1,562.9%
DIS vs VRTX
+11,790.4%
-10,227.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.3% |
| 7D | +5.7% | +0.5% | +5.2% | +5.6% |
| 30D | +12.7% | +8.0% | +4.7% | +11.6% |
| 3M | +15.2% | +11.9% | +3.3% | +13.5% |
| 6M | +17.6% | +27.8% | -10.3% | +14.0% |
| YTD | +3.8% | +19.7% | -15.8% | +1.3% |
| 1Y | +6.8% | +30.1% | -23.3% | +3.1% |
| 3Y | +42.1% | +44.2% | -2.1% | +34.0% |
| 5Y | -31.2% | +181.3% | -212.5% | -40.4% |
| 10Y | +37.6% | +587.1% | -549.4% | +5.4% |
| All | +1,562.9% | +11,790.4% | -10,227.5% | +714.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling