-29.3%
RIOT vs VRTX
+173.5%
-202.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.3% | -3.8% | -4.5% |
| 7D | -0.9% | -7.8% | +6.9% | +2.9% |
| 30D | +3.5% | -2.8% | +6.4% | +4.7% |
| 3M | -13.0% | +18.1% | -31.1% | -21.0% |
| 6M | +43.1% | +3.1% | +40.0% | +39.3% |
| YTD | +65.4% | +13.5% | +51.9% | +53.1% |
| 1Y | +27.7% | +32.4% | -4.7% | +9.0% |
| 3Y | +91.3% | +50.0% | +41.3% | +38.5% |
| 5Y | -29.3% | +172.9% | -202.1% | -64.5% |
| All | -29.3% | +173.5% | -202.7% | -64.5% |
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