+627.6%
RIOT vs VRTX
+584.2%
+43.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.4% |
| 7D | +4.8% | -1.6% | +6.4% | +5.5% |
| 30D | +16.0% | +8.0% | +8.0% | +12.2% |
| 3M | -8.8% | +4.3% | -13.1% | -10.9% |
| 6M | -29.7% | +18.9% | -48.6% | -35.4% |
| YTD | +38.3% | +18.8% | +19.5% | +27.1% |
| 1Y | +26.2% | +24.0% | +2.3% | +14.0% |
| 3Y | +79.0% | +42.1% | +36.8% | +47.6% |
| 5Y | -60.4% | +187.6% | -247.9% | -75.1% |
| 10Y | +638.6% | +485.4% | +153.1% | +324.0% |
| All | +627.6% | +584.2% | +43.4% | +332.1% |
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