+97.5%
REGN vs VTR
+99.2%
-1.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -5.6% | -0.3% | -5.3% | -5.6% |
| 30D | -2.0% | +1.1% | -3.1% | -2.0% |
| 3M | +28.0% | +7.9% | +20.1% | +27.1% |
| 6M | +1.2% | +6.2% | -5.0% | +0.6% |
| YTD | +1.6% | +17.7% | -16.1% | +0.3% |
| 1Y | +38.2% | +32.9% | +5.3% | +35.2% |
| 3Y | -5.4% | +129.7% | -135.0% | -10.6% |
| 5Y | +21.3% | +89.3% | -68.0% | +15.1% |
| All | +97.5% | +99.2% | -1.7% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 10y: compounded portfolio wealth divided by compounded VTR 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…
10y analysis · Full analysis span regression · 6 months rolling