+23.4%
REGN vs VFC
-78.2%
+101.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.4% | -5.8% | -2.0% |
| 7D | -5.6% | -1.4% | -4.2% | -5.5% |
| 30D | -2.0% | -9.0% | +7.0% | -1.0% |
| 3M | +28.0% | -24.2% | +52.1% | +31.3% |
| 6M | +1.2% | -18.5% | +19.7% | +2.7% |
| YTD | +1.6% | -25.9% | +27.5% | +4.1% |
| 1Y | +38.2% | -13.0% | +51.2% | +38.4% |
| 3Y | -5.4% | -20.3% | +15.0% | -8.8% |
| All | +23.4% | -78.2% | +101.5% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 5y: compounded portfolio wealth divided by compounded VFC 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…
5y analysis · Full analysis span regression · 6 months rolling