+58.8%
VRTX vs RIG
-27.8%
+86.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -2.0% |
| 7D | +0.8% | +0.9% | 0.0% | +0.8% |
| 30D | +12.6% | +13.8% | -1.2% | +12.0% |
| 3M | +23.6% | -6.4% | +30.0% | +23.8% |
| 6M | +14.3% | -8.2% | +22.4% | +14.3% |
| YTD | +20.5% | +41.6% | -21.2% | +18.4% |
| 1Y | +37.6% | +88.7% | -51.1% | +33.6% |
| All | +58.8% | -27.8% | +86.6% | +56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling