+43.0%
RIGL vs VT
+217.6%
-174.6%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.9% | +5.1% |
| 7D | -10.1% | -0.1% | -10.0% | -9.5% |
| 30D | -10.5% | -3.1% | -7.5% | -6.2% |
| 3M | +5.4% | -3.5% | +8.9% | +11.0% |
| 6M | +68.6% | +0.5% | +68.2% | +67.3% |
| YTD | +2.5% | +10.8% | -8.3% | -11.8% |
| 1Y | +27.1% | +11.9% | +15.2% | +7.8% |
| 3Y | +435.5% | +73.0% | +362.5% | +152.5% |
| 5Y | +36.8% | +58.6% | -21.8% | -24.2% |
| 10Y | +43.0% | +219.2% | -176.2% | -74.8% |
| All | +43.0% | +217.6% | -174.6% | -74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling