+12,075.3%
VRTX vs RGEN
+1,165.3%
+10,910.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.2% | -0.3% |
| 7D | +3.2% | -2.4% | +5.6% | +3.5% |
| 30D | +7.4% | +0.1% | +7.4% | +7.3% |
| 3M | +4.6% | +6.6% | -2.0% | +3.6% |
| 6M | +27.5% | +40.9% | -13.5% | +22.4% |
| YTD | +20.9% | +6.2% | +14.7% | +19.1% |
| 1Y | +30.1% | +19.4% | +10.6% | +26.6% |
| 3Y | +46.6% | +17.9% | +28.7% | +40.1% |
| 5Y | +191.6% | -34.0% | +225.6% | +187.4% |
| 10Y | +474.5% | +453.9% | +20.6% | +354.2% |
| All | +12,075.3% | +1,165.3% | +10,910.0% | +4,917.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling