+425.8%
VRTX vs RIO
+604.6%
-178.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.2% | +2.9% | -0.2% |
| 7D | -7.8% | -3.4% | -4.4% | -7.0% |
| 30D | -2.8% | +0.6% | -3.4% | -3.0% |
| 3M | +18.1% | +2.5% | +15.6% | +17.1% |
| 6M | +3.1% | +10.8% | -7.7% | -0.2% |
| YTD | +13.5% | +30.5% | -17.0% | +5.3% |
| 1Y | +32.4% | +68.1% | -35.7% | +15.1% |
| 3Y | +50.0% | +94.0% | -44.0% | +24.0% |
| 5Y | +172.9% | +92.0% | +80.9% | +120.1% |
| All | +425.8% | +604.6% | -178.8% | +163.7% |
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