+176.4%
VRTX vs RIO
+97.3%
+79.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.2% |
| 7D | -3.4% | +1.9% | -5.4% | -3.7% |
| 30D | +6.6% | +5.0% | +1.7% | +5.7% |
| 3M | +19.4% | +5.1% | +14.3% | +18.3% |
| 6M | +15.8% | +17.6% | -1.8% | +12.3% |
| YTD | +16.7% | +36.3% | -19.6% | +10.4% |
| 1Y | +33.8% | +71.2% | -37.4% | +22.1% |
| 3Y | +54.2% | +102.7% | -48.5% | +36.4% |
| 5Y | +176.4% | +99.6% | +76.8% | +148.7% |
| All | +176.4% | +97.3% | +79.1% | +148.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling