+3,439.1%
REGN vs VIVK
-100.0%
+3,539.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.4% | +5.9% | -1.5% |
| 7D | -5.6% | -4.4% | -1.2% | -5.6% |
| 30D | -2.0% | -40.8% | +38.9% | -2.0% |
| 3M | +28.0% | -94.1% | +122.1% | +27.7% |
| 6M | +1.2% | -98.2% | +99.3% | +0.9% |
| YTD | +1.6% | -98.0% | +99.7% | +1.5% |
| 1Y | +38.2% | -100.0% | +138.2% | +37.7% |
| 3Y | -5.4% | -100.0% | +94.6% | -5.7% |
| 5Y | +21.3% | -100.0% | +121.3% | +20.9% |
| 10Y | +105.2% | -100.0% | +205.2% | +105.6% |
| All | +3,439.1% | -100.0% | +3,539.1% | +3,500.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling