+23.4%
REGN vs VIVK
-100.0%
+123.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.4% | +5.9% | -1.6% |
| 7D | -5.6% | -4.4% | -1.2% | -5.6% |
| 30D | -2.0% | -40.8% | +38.9% | -2.4% |
| 3M | +28.0% | -94.1% | +122.1% | +25.2% |
| 6M | +1.2% | -98.2% | +99.3% | -1.5% |
| YTD | +1.6% | -98.0% | +99.7% | -0.4% |
| 1Y | +38.2% | -100.0% | +138.2% | +31.6% |
| 3Y | -5.4% | -100.0% | +94.6% | -10.0% |
| All | +23.4% | -100.0% | +123.3% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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