+143.6%
VLO vs REGN
+46.5%
+97.2%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | -0.3% |
| 7D | +5.2% | +4.2% | +1.0% | +6.0% |
| 30D | +22.6% | +7.8% | +14.8% | +24.3% |
| 3M | +43.8% | +31.8% | +12.0% | +51.9% |
| 6M | +65.7% | +5.4% | +60.4% | +69.9% |
| YTD | +131.1% | +7.7% | +123.4% | +137.2% |
| 1Y | +143.6% | +46.7% | +97.0% | +167.3% |
| All | +143.6% | +46.5% | +97.2% | +167.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling