+43.2%
VRTX vs RIO
+52.3%
-9.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.4% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | +11.8% | -10.5% | +22.3% | +14.3% |
| 3M | +3.2% | -15.9% | +19.1% | +6.8% |
| 6M | +21.0% | -22.3% | +43.3% | +27.1% |
| YTD | +19.7% | +9.3% | +10.4% | +16.4% |
| 1Y | +25.0% | +23.0% | +1.9% | +18.5% |
| All | +43.2% | +52.3% | -9.1% | +31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling