+97.5%
REGN vs VTRS
-48.4%
+145.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.7% |
| 7D | -5.6% | -2.2% | -3.4% | -5.1% |
| 30D | -2.0% | +3.3% | -5.3% | -2.7% |
| 3M | +28.0% | +2.0% | +26.0% | +27.2% |
| 6M | +1.2% | +19.9% | -18.8% | -3.5% |
| YTD | +1.6% | +35.7% | -34.1% | -6.1% |
| 1Y | +38.2% | +68.1% | -29.9% | +21.2% |
| 3Y | -5.4% | +87.1% | -92.4% | -20.4% |
| 5Y | +21.3% | +47.6% | -26.4% | +4.6% |
| All | +97.5% | -48.4% | +145.8% | +108.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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