+43.2%
VRTX vs RNG
+180.9%
-137.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.9% |
| 7D | 0.0% | +2.3% | -2.2% | -0.1% |
| 30D | +11.8% | -3.4% | +15.2% | +12.0% |
| 3M | +3.2% | +20.9% | -17.7% | +1.6% |
| 6M | +21.0% | +82.2% | -61.2% | +15.2% |
| YTD | +19.7% | +164.6% | -144.9% | +8.5% |
| 1Y | +25.0% | +177.0% | -152.0% | +12.7% |
| All | +43.2% | +180.9% | -137.7% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 3y: compounded portfolio wealth divided by compounded RNG 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…
3y analysis · Full analysis span regression · 6 months rolling