+9,480.3%
VRTX vs RIG
-47.2%
+9,527.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.9% |
| 7D | -0.4% | -17.0% | +16.6% | +2.0% |
| 30D | +8.0% | -6.2% | +14.2% | +8.6% |
| 3M | +11.0% | -1.7% | +12.8% | +10.8% |
| 6M | +28.2% | -19.2% | +47.4% | +30.7% |
| YTD | +21.5% | +25.2% | -3.7% | +15.9% |
| 1Y | +34.5% | +29.9% | +4.6% | +27.5% |
| 3Y | +49.5% | -21.3% | +70.8% | +45.2% |
| 5Y | +188.3% | +40.5% | +147.8% | +139.2% |
| 10Y | +493.1% | -49.6% | +542.7% | +335.1% |
| All | +9,480.3% | -47.2% | +9,527.5% | +6,351.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling