+37.2%
VRSN vs RGEN
-35.5%
+72.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.7% | +1.0% |
| 7D | -1.2% | -3.1% | +1.9% | -0.9% |
| 30D | +3.8% | +0.1% | +3.7% | +3.6% |
| 3M | +9.5% | +4.8% | +4.8% | +8.5% |
| 6M | +10.3% | +48.9% | -38.7% | +4.1% |
| YTD | +30.5% | +5.3% | +25.1% | +28.4% |
| 1Y | +27.9% | +12.5% | +15.4% | +24.6% |
| 3Y | +54.3% | +17.0% | +37.3% | +43.5% |
| 5Y | +37.2% | -35.4% | +72.5% | +31.8% |
| All | +37.2% | -35.5% | +72.6% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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