+48.4%
VRTX vs REGN
-4.3%
+52.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.7% |
| 7D | -5.6% | -5.6% | 0.0% | -3.8% |
| 30D | -2.0% | -2.0% | 0.0% | -1.3% |
| 3M | +15.8% | +28.0% | -12.1% | +6.8% |
| 6M | +4.7% | +1.2% | +3.5% | +3.9% |
| YTD | +13.7% | +1.6% | +12.1% | +12.6% |
| 1Y | +29.7% | +38.2% | -8.5% | +16.1% |
| 3Y | +48.4% | -5.4% | +53.8% | +44.2% |
| All | +48.4% | -4.3% | +52.8% | +44.2% |
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