+2,545.5%
VRT vs REGN
+118.9%
+2,426.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.3% | -9.3% | -9.6% |
| 7D | +2.4% | -5.2% | +7.6% | +3.3% |
| 30D | -2.7% | +0.1% | -2.7% | -2.8% |
| 3M | -9.2% | +31.2% | -40.4% | -13.9% |
| 6M | -0.5% | +3.6% | -4.1% | -1.5% |
| YTD | +62.3% | +5.0% | +57.3% | +60.5% |
| 1Y | +109.6% | +45.9% | +63.7% | +95.2% |
| 3Y | +573.1% | -1.9% | +574.9% | +560.6% |
| 5Y | +953.6% | +26.2% | +927.5% | +882.3% |
| All | +2,545.5% | +118.9% | +2,426.7% | +2,328.9% |
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