+185.4%
VRTX vs RGEN
-43.0%
+228.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -2.0% |
| 7D | +0.8% | -4.9% | +5.7% | +1.4% |
| 30D | +12.6% | +5.7% | +7.0% | +11.8% |
| 3M | +23.6% | +32.4% | -8.8% | +19.0% |
| 6M | +14.3% | +33.2% | -18.9% | +9.5% |
| YTD | +20.5% | +2.3% | +18.2% | +19.2% |
| 1Y | +37.6% | +39.0% | -1.4% | +30.8% |
| 3Y | +55.5% | -4.6% | +60.2% | +51.1% |
| All | +185.4% | -43.0% | +228.4% | +161.4% |
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