+2,486.9%
VRT vs REGN
+111.8%
+2,375.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.5% | +5.1% | +3.9% |
| 7D | -8.4% | -5.6% | -2.8% | -7.5% |
| 30D | -10.9% | -2.0% | -8.9% | -10.7% |
| 3M | -13.7% | +28.0% | -41.6% | -17.8% |
| 6M | -4.1% | +1.2% | -5.3% | -4.7% |
| YTD | +58.7% | +1.6% | +57.1% | +57.8% |
| 1Y | +89.6% | +38.2% | +51.4% | +78.3% |
| 3Y | +558.1% | -5.4% | +563.5% | +550.0% |
| 5Y | +953.0% | +21.3% | +931.7% | +887.6% |
| All | +2,486.9% | +111.8% | +2,375.1% | +2,288.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling