+37.6%
VRTX vs RIG
+97.6%
-60.0%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -1.9% |
| 7D | +0.8% | +0.9% | 0.0% | +0.8% |
| 30D | +12.6% | +13.8% | -1.2% | +11.8% |
| 3M | +23.6% | -6.4% | +30.0% | +23.9% |
| 6M | +14.3% | -8.2% | +22.4% | +14.1% |
| YTD | +20.5% | +41.6% | -21.2% | +19.0% |
| 1Y | +37.6% | +88.7% | -51.1% | +38.6% |
| All | +37.6% | +97.6% | -60.0% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 1y: compounded portfolio wealth divided by compounded RIG 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…
1y analysis · Full analysis span regression · 6 months rolling