+2,263.5%
VGT vs REGN
+5,208.6%
-2,945.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.5% |
| 7D | -0.2% | -5.6% | +5.4% | +0.9% |
| 30D | -0.4% | -2.0% | +1.5% | -0.1% |
| 3M | +4.4% | +28.0% | -23.5% | -0.8% |
| 6M | +32.1% | +1.2% | +30.9% | +31.0% |
| YTD | +28.8% | +1.6% | +27.1% | +27.5% |
| 1Y | +35.3% | +38.2% | -2.9% | +25.4% |
| 3Y | +124.8% | -5.4% | +130.1% | +121.3% |
| 5Y | +137.9% | +21.3% | +116.7% | +120.5% |
| 10Y | +814.2% | +105.2% | +709.0% | +645.0% |
| All | +2,263.5% | +5,208.6% | -2,945.2% | +844.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling