+566.5%
VTRS vs RGEN
+1,550.5%
-984.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.6% |
| 7D | -3.5% | -4.6% | +1.1% | -3.2% |
| 30D | +2.1% | +1.2% | +1.0% | +2.0% |
| 3M | +2.6% | +26.8% | -24.2% | +1.2% |
| 6M | +17.8% | +29.1% | -11.3% | +15.9% |
| YTD | +35.7% | +0.7% | +34.9% | +35.1% |
| 1Y | +63.5% | +39.1% | +24.4% | +60.0% |
| 3Y | +85.1% | +2.2% | +82.9% | +82.5% |
| 5Y | +42.5% | -44.0% | +86.5% | +42.9% |
| 10Y | -48.2% | +412.7% | -460.9% | -53.5% |
| All | +566.5% | +1,550.5% | -984.0% | +409.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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