+37.6%
VRTX vs REGN
+46.5%
-8.9%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.3% | -1.5% |
| 7D | +0.8% | +4.2% | -3.4% | -0.5% |
| 30D | +12.6% | +7.8% | +4.8% | +10.1% |
| 3M | +23.6% | +31.8% | -8.2% | +13.5% |
| 6M | +14.3% | +5.4% | +8.9% | +11.5% |
| YTD | +20.5% | +7.7% | +12.8% | +17.0% |
| 1Y | +37.6% | +46.7% | -9.1% | +29.0% |
| All | +37.6% | +46.5% | -8.9% | +29.0% |
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