+123.4%
VRT vs REGN
+46.5%
+77.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.9% | +6.2% | +4.7% |
| 7D | +9.1% | +4.2% | +4.9% | +8.2% |
| 30D | +0.9% | +7.8% | -6.9% | -0.8% |
| 3M | -13.4% | +31.8% | -45.2% | -19.1% |
| 6M | +11.7% | +5.4% | +6.3% | +11.9% |
| YTD | +73.2% | +7.7% | +65.6% | +72.4% |
| 1Y | +123.4% | +46.7% | +76.7% | +114.5% |
| All | +123.4% | +46.5% | +77.0% | +114.5% |
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