+617.6%
VRTX vs RNG
+327.7%
+289.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.9% | +1.8% | -1.6% |
| 7D | +0.8% | +5.8% | -5.0% | 0.0% |
| 30D | +12.6% | +19.6% | -7.0% | +9.7% |
| 3M | +23.6% | +67.0% | -43.4% | +13.8% |
| 6M | +14.3% | +88.4% | -74.1% | +2.3% |
| YTD | +20.5% | +155.5% | -135.0% | +1.6% |
| 1Y | +37.6% | +141.7% | -104.1% | +16.6% |
| 3Y | +55.5% | +131.1% | -75.5% | +28.0% |
| 5Y | +175.7% | -70.6% | +246.3% | +209.3% |
| 10Y | +474.2% | +228.2% | +246.0% | +207.7% |
| All | +617.6% | +327.7% | +289.9% | +277.4% |
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