+1,394.0%
DIS vs VRTX
+11,869.8%
-10,475.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.5% |
| 7D | -2.6% | +0.8% | -3.4% | -2.7% |
| 30D | +3.5% | +12.6% | -9.2% | +2.0% |
| 3M | +6.8% | +23.6% | -16.8% | +4.0% |
| 6M | +3.0% | +14.3% | -11.3% | +1.2% |
| YTD | -6.7% | +20.5% | -27.2% | -9.0% |
| 1Y | -10.1% | +37.6% | -47.7% | -13.7% |
| 3Y | +33.0% | +55.5% | -22.5% | +24.3% |
| 5Y | -40.0% | +175.7% | -215.7% | -47.9% |
| 10Y | +21.1% | +474.2% | -453.1% | -5.5% |
| All | +1,394.0% | +11,869.8% | -10,475.8% | +631.7% |
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