+23.4%
REGN vs VRSK
-11.8%
+35.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -5.6% | -5.2% | -0.4% | -4.7% |
| 30D | -2.0% | -2.3% | +0.4% | -1.6% |
| 3M | +28.0% | -2.9% | +30.9% | +27.9% |
| 6M | +1.2% | -12.8% | +14.0% | +3.6% |
| YTD | +1.6% | -20.8% | +22.5% | +6.5% |
| 1Y | +38.2% | -33.2% | +71.5% | +52.2% |
| 3Y | -5.4% | -26.6% | +21.2% | -0.9% |
| All | +23.4% | -11.8% | +35.1% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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