+11,339.2%
REGN vs VRSN
+6,576.4%
+4,762.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.4% | -2.0% |
| 7D | -6.0% | -1.5% | -4.4% | -5.5% |
| 30D | -0.4% | +0.7% | -1.1% | -0.7% |
| 3M | +32.0% | +0.6% | +31.4% | +31.2% |
| 6M | +3.0% | +21.7% | -18.7% | -3.9% |
| YTD | +3.2% | +20.0% | -16.8% | -3.8% |
| 1Y | +43.4% | +3.2% | +40.3% | +39.7% |
| 3Y | -3.6% | +42.4% | -46.0% | -16.1% |
| 5Y | +23.1% | +33.0% | -9.9% | +7.6% |
| 10Y | +108.3% | +292.9% | -184.6% | +28.0% |
| All | +11,339.2% | +6,576.4% | +4,762.8% | +3,361.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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