+3,634.3%
REGN vs VICR
+3,483.6%
+150.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +11.2% | -12.6% | -3.6% |
| 7D | -5.6% | +5.0% | -10.5% | -6.7% |
| 30D | -2.0% | -12.5% | +10.5% | -0.2% |
| 3M | +28.0% | -33.6% | +61.6% | +34.2% |
| 6M | +1.2% | +10.7% | -9.5% | -7.4% |
| YTD | +1.6% | +80.6% | -78.9% | -16.9% |
| 1Y | +38.2% | +288.4% | -250.1% | -5.5% |
| 3Y | -5.4% | +213.8% | -219.2% | -38.8% |
| 5Y | +21.3% | +58.8% | -37.6% | -20.0% |
| 10Y | +105.2% | +1,671.8% | -1,566.6% | -35.2% |
| All | +3,634.3% | +3,483.6% | +150.6% | +523.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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