+31.7%
VRSN vs RGEN
-44.3%
+75.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.7% | +1.9% |
| 7D | -1.0% | -4.6% | +3.5% | -0.5% |
| 30D | -1.9% | +1.2% | -3.0% | -2.1% |
| 3M | +1.4% | +26.8% | -25.5% | -1.9% |
| 6M | +19.0% | +29.1% | -10.0% | +14.4% |
| YTD | +19.2% | +0.7% | +18.5% | +18.3% |
| 1Y | +1.7% | +39.1% | -37.4% | -4.0% |
| 3Y | +41.4% | +2.2% | +39.2% | +34.6% |
| 5Y | +31.7% | -44.0% | +75.6% | +30.0% |
| All | +31.7% | -44.3% | +75.9% | +30.0% |
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