+456.3%
VRTX vs RIG
-44.3%
+500.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.4% |
| 7D | -6.4% | -8.2% | +1.8% | -6.0% |
| 30D | -0.5% | -0.2% | -0.4% | -0.5% |
| 3M | +16.9% | -2.7% | +19.6% | +16.9% |
| 6M | +13.1% | -7.5% | +20.5% | +13.2% |
| YTD | +14.9% | +38.3% | -23.3% | +12.6% |
| 1Y | +31.4% | +81.8% | -50.4% | +26.7% |
| 3Y | +51.9% | -30.2% | +82.1% | +51.6% |
| 5Y | +177.1% | +59.9% | +117.1% | +158.0% |
| 10Y | +456.3% | -41.9% | +498.2% | +406.5% |
| All | +456.3% | -44.3% | +500.6% | +406.5% |
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