+170.3%
VRTX vs RNG
-68.4%
+238.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | -5.6% | -6.1% | +0.5% | -5.2% |
| 30D | -2.0% | +9.6% | -11.6% | -2.6% |
| 3M | +15.8% | +83.3% | -67.5% | +10.7% |
| 6M | +4.7% | +77.9% | -73.3% | -0.2% |
| YTD | +13.7% | +139.9% | -126.2% | +5.2% |
| 1Y | +29.7% | +121.7% | -91.9% | +20.5% |
| 3Y | +48.4% | +121.9% | -73.4% | +36.0% |
| All | +170.3% | -68.4% | +238.6% | +155.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling