+97.5%
REGN vs VCLT
+17.1%
+80.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -5.6% | -1.4% | -4.2% | -5.2% |
| 30D | -2.0% | -1.2% | -0.8% | -1.6% |
| 3M | +28.0% | -4.8% | +32.7% | +29.7% |
| 6M | +1.2% | -2.6% | +3.7% | +1.9% |
| YTD | +1.6% | -3.3% | +5.0% | +2.6% |
| 1Y | +38.2% | -4.8% | +43.1% | +40.2% |
| 3Y | -5.4% | +11.5% | -16.9% | -7.6% |
| 5Y | +21.3% | -17.0% | +38.2% | +23.3% |
| All | +97.5% | +17.1% | +80.4% | +107.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 10y: compounded portfolio wealth divided by compounded VCLT 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…
10y analysis · Full analysis span regression · 6 months rolling