+613.0%
VRTX vs RNG
+343.0%
+270.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.0% |
| 7D | 0.0% | +2.3% | -2.2% | -0.3% |
| 30D | +11.8% | -3.4% | +15.2% | +12.1% |
| 3M | +3.2% | +20.9% | -17.7% | 0.0% |
| 6M | +21.0% | +82.2% | -61.2% | +9.2% |
| YTD | +19.7% | +164.6% | -144.9% | +0.1% |
| 1Y | +25.0% | +177.0% | -152.0% | +3.6% |
| 3Y | +45.2% | +177.4% | -132.2% | +16.0% |
| 5Y | +189.7% | -72.3% | +262.1% | +232.3% |
| 10Y | +489.8% | +238.9% | +250.9% | +214.3% |
| All | +613.0% | +343.0% | +270.0% | +271.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling