+470.4%
VRTX vs RIG
-46.1%
+516.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.1% | -4.9% | -0.9% |
| 7D | -1.6% | +5.7% | -7.3% | -1.8% |
| 30D | +8.0% | -0.7% | +8.8% | +8.0% |
| 3M | +4.3% | -3.1% | +7.4% | +4.3% |
| 6M | +18.9% | -16.3% | +35.2% | +19.5% |
| YTD | +18.8% | +34.1% | -15.3% | +16.5% |
| 1Y | +24.0% | +38.2% | -14.2% | +21.3% |
| 3Y | +42.1% | -15.3% | +57.4% | +40.4% |
| 5Y | +187.6% | +62.5% | +125.1% | +168.3% |
| All | +470.4% | -46.1% | +516.5% | +444.4% |
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