+3,759.3%
REGN vs VFC
+998.2%
+2,761.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.3% |
| 7D | -5.2% | -2.3% | -2.9% | -4.6% |
| 30D | +0.1% | -13.4% | +13.4% | +3.9% |
| 3M | +31.2% | -23.7% | +54.9% | +39.6% |
| 6M | +3.6% | -24.5% | +28.1% | +9.8% |
| YTD | +5.0% | -27.8% | +32.9% | +12.1% |
| 1Y | +45.9% | -13.5% | +59.3% | +45.9% |
| 3Y | -1.9% | -27.1% | +25.3% | -10.5% |
| 5Y | +26.2% | -79.0% | +105.2% | +67.5% |
| 10Y | +112.1% | -68.7% | +180.8% | +109.1% |
| All | +3,759.3% | +998.2% | +2,761.1% | +821.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling