+25.0%
VRTX vs RIG
+27.3%
-2.3%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | 0.0% | +4.3% | -4.3% | -0.3% |
| 30D | +11.8% | -5.8% | +17.7% | +12.3% |
| 3M | +3.2% | -6.7% | +9.9% | +3.6% |
| 6M | +21.0% | -18.7% | +39.7% | +22.6% |
| YTD | +19.7% | +28.8% | -9.1% | +14.0% |
| 1Y | +25.0% | +28.8% | -3.8% | +18.9% |
| All | +25.0% | +27.3% | -2.3% | +18.9% |
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 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