+23,532.9%
VLO vs REGN
+3,485.7%
+20,047.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.4% |
| 7D | +5.3% | -5.6% | +10.9% | +5.9% |
| 30D | +18.2% | -2.0% | +20.2% | +18.4% |
| 3M | +53.3% | +28.0% | +25.4% | +49.7% |
| 6M | +70.4% | +1.2% | +69.3% | +69.6% |
| YTD | +143.4% | +1.6% | +141.7% | +141.9% |
| 1Y | +153.0% | +38.2% | +114.8% | +143.6% |
| 3Y | +195.0% | -5.4% | +200.3% | +192.5% |
| 5Y | +618.8% | +21.3% | +597.5% | +590.8% |
| 10Y | +942.8% | +105.2% | +837.6% | +835.7% |
| All | +23,532.9% | +3,485.7% | +20,047.2% | +14,504.2% |
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