+474.7%
VRTX vs RIO
+356.2%
+118.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.3% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | +11.8% | -10.5% | +22.3% | +14.7% |
| 3M | +3.2% | -15.9% | +19.1% | +7.4% |
| 6M | +21.0% | -22.3% | +43.3% | +27.9% |
| YTD | +19.7% | +9.3% | +10.4% | +16.0% |
| 1Y | +25.0% | +23.0% | +1.9% | +17.7% |
| 3Y | +45.2% | +52.1% | -6.8% | +28.3% |
| 5Y | +189.7% | +88.9% | +100.9% | +134.8% |
| All | +474.7% | +356.2% | +118.5% | +269.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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