+170.3%
VRTX vs REGN
+21.2%
+149.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.7% |
| 7D | -5.6% | -5.6% | 0.0% | -3.6% |
| 30D | -2.0% | -2.0% | 0.0% | -1.2% |
| 3M | +15.8% | +28.0% | -12.1% | +6.1% |
| 6M | +4.7% | +1.2% | +3.5% | +3.8% |
| YTD | +13.7% | +1.6% | +12.1% | +12.5% |
| 1Y | +29.7% | +38.2% | -8.5% | +14.4% |
| 3Y | +48.4% | -5.4% | +53.8% | +47.9% |
| All | +170.3% | +21.2% | +149.1% | +136.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling