+13.8%
VRT vs REGN
+45.3%
-31.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -4.4% | -8.5% | -12.6% |
| 7D | -15.4% | +14.4% | -29.8% | -15.4% |
| 30D | -19.0% | +28.1% | -47.1% | -20.2% |
| 3M | -23.8% | +22.5% | -46.3% | -25.1% |
| 6M | -37.9% | +31.6% | -69.4% | -38.7% |
| YTD | +27.0% | +21.0% | +5.9% | +28.0% |
| 1Y | +13.8% | +49.0% | -35.2% | +28.3% |
| All | +13.8% | +45.3% | -31.5% | +28.3% |
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