-1.7%
REGN vs VLTO
+23.4%
-25.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.4% | -1.4% |
| 7D | -6.0% | -4.5% | -1.4% | -4.8% |
| 30D | -0.4% | -4.6% | +4.3% | +0.9% |
| 3M | +32.0% | +13.3% | +18.7% | +27.4% |
| 6M | +3.0% | +2.1% | +0.9% | +2.1% |
| YTD | +3.2% | -6.1% | +9.2% | +4.6% |
| 1Y | +43.4% | -11.4% | +54.8% | +48.1% |
| All | -1.7% | +23.4% | -25.2% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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