+71.3%
V vs REGN
+21.2%
+50.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.1% |
| 7D | -1.2% | -5.6% | +4.4% | -0.4% |
| 30D | +3.1% | -2.0% | +5.0% | +3.3% |
| 3M | +16.3% | +28.0% | -11.6% | +12.1% |
| 6M | +20.4% | +1.2% | +19.2% | +19.8% |
| YTD | +6.3% | +1.6% | +4.6% | +5.5% |
| 1Y | +8.7% | +38.2% | -29.5% | +2.2% |
| 3Y | +53.3% | -5.4% | +58.7% | +52.1% |
| All | +71.3% | +21.2% | +50.1% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 REGN 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