+176.4%
VRTX vs RIG
+52.4%
+124.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.6% | -3.1% |
| 7D | -3.4% | -2.7% | -0.7% | -3.3% |
| 30D | +6.6% | +9.5% | -2.9% | +6.1% |
| 3M | +19.4% | -6.6% | +26.0% | +19.7% |
| 6M | +15.8% | -2.9% | +18.7% | +15.6% |
| YTD | +16.7% | +39.5% | -22.8% | +14.4% |
| 1Y | +33.8% | +82.3% | -48.5% | +29.3% |
| 3Y | +54.2% | -29.6% | +83.8% | +54.2% |
| 5Y | +176.4% | +63.2% | +113.2% | +156.8% |
| All | +176.4% | +52.4% | +124.0% | +156.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling