+195.0%
VLO vs REGN
-4.3%
+199.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.4% |
| 7D | +5.3% | -5.6% | +10.9% | +5.8% |
| 30D | +18.2% | -2.0% | +20.2% | +18.4% |
| 3M | +53.3% | +28.0% | +25.4% | +50.4% |
| 6M | +70.4% | +1.2% | +69.3% | +70.7% |
| YTD | +143.4% | +1.6% | +141.7% | +143.4% |
| 1Y | +153.0% | +38.2% | +114.8% | +139.2% |
| 3Y | +195.0% | -5.4% | +200.3% | +179.3% |
| All | +195.0% | -4.3% | +199.3% | +179.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling