+494.6%
VRTX vs RIG
-48.7%
+543.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.3% |
| 7D | -0.4% | -2.6% | +2.2% | -0.2% |
| 30D | +7.9% | -5.2% | +13.1% | +8.1% |
| 3M | +3.3% | -8.6% | +11.9% | +3.6% |
| 6M | +25.7% | -18.9% | +44.6% | +26.6% |
| YTD | +20.7% | +28.6% | -7.9% | +18.5% |
| 1Y | +27.4% | +25.5% | +1.9% | +25.3% |
| 3Y | +46.4% | -20.2% | +66.6% | +45.0% |
| 5Y | +194.3% | +53.9% | +140.4% | +175.3% |
| 10Y | +494.6% | -48.8% | +543.4% | +468.9% |
| All | +494.6% | -48.7% | +543.3% | +468.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling