+558.1%
VRT vs REGN
-4.3%
+562.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.5% | +5.1% | +3.8% |
| 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% | -18.2% |
| 6M | -4.1% | +1.2% | -5.3% | -4.4% |
| YTD | +58.7% | +1.6% | +57.1% | +58.2% |
| 1Y | +89.6% | +38.2% | +51.4% | +79.6% |
| 3Y | +558.1% | -5.4% | +563.5% | +571.5% |
| All | +558.1% | -4.3% | +562.5% | +571.5% |
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 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