+607.8%
VRTX vs RNG
+340.1%
+267.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.6% |
| 7D | -1.6% | +4.6% | -6.2% | -2.2% |
| 30D | +8.0% | +0.4% | +7.6% | +7.8% |
| 3M | +4.3% | +11.4% | -7.1% | +2.3% |
| 6M | +18.9% | +95.7% | -76.8% | +6.2% |
| YTD | +18.8% | +162.9% | -144.1% | -0.6% |
| 1Y | +24.0% | +180.3% | -156.3% | +2.6% |
| 3Y | +42.1% | +188.3% | -146.2% | +12.9% |
| 5Y | +187.6% | -72.5% | +260.1% | +230.1% |
| 10Y | +485.4% | +236.7% | +248.8% | +212.3% |
| All | +607.8% | +340.1% | +267.6% | +269.3% |
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