+186.3%
VRTX vs RGEN
-36.8%
+223.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.1% | +0.5% |
| 7D | -2.1% | -1.9% | -0.2% | -1.9% |
| 30D | +8.2% | +3.7% | +4.4% | +7.5% |
| 3M | +13.0% | +8.8% | +4.2% | +11.5% |
| 6M | +27.9% | +38.0% | -10.0% | +21.9% |
| YTD | +20.7% | +5.9% | +14.8% | +18.5% |
| 1Y | +31.4% | +19.7% | +11.8% | +27.1% |
| 3Y | +41.8% | +20.5% | +21.3% | +33.9% |
| All | +186.3% | -36.8% | +223.1% | +159.1% |
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