+640.5%
RIOT vs VRTX
+589.3%
+51.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.1% |
| 7D | +20.8% | 0.0% | +20.8% | +20.8% |
| 30D | +7.0% | +11.8% | -4.9% | +1.9% |
| 3M | -12.3% | +3.2% | -15.5% | -13.9% |
| 6M | -27.3% | +21.0% | -48.3% | -33.7% |
| YTD | +40.7% | +19.7% | +21.0% | +29.0% |
| 1Y | +15.3% | +25.0% | -9.6% | +3.8% |
| 3Y | +72.1% | +45.2% | +26.9% | +40.6% |
| 5Y | -59.7% | +189.7% | -249.4% | -74.7% |
| 10Y | +651.6% | +489.8% | +161.8% | +330.2% |
| All | +640.5% | +589.3% | +51.2% | +338.5% |
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 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