+805.4%
RIOT vs VRTX
+593.7%
+211.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.1% | +5.2% | +4.0% |
| 7D | +14.8% | +0.8% | +14.0% | +14.4% |
| 30D | +1.4% | +12.6% | -11.2% | -3.7% |
| 3M | -20.6% | +23.6% | -44.3% | -27.9% |
| 6M | +31.9% | +14.3% | +17.6% | +23.8% |
| YTD | +72.1% | +20.5% | +51.6% | +58.1% |
| 1Y | +65.7% | +37.6% | +28.1% | +43.7% |
| 3Y | +97.5% | +55.5% | +41.9% | +57.8% |
| 5Y | -36.7% | +175.7% | -212.4% | -59.5% |
| 10Y | +550.1% | +474.2% | +76.0% | +267.5% |
| All | +805.4% | +593.7% | +211.6% | +437.4% |
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