+11,480.4%
VRTX vs REGN
+7,483.9%
+3,996.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.1% | -1.4% |
| 7D | -6.4% | -5.2% | -1.2% | -5.1% |
| 30D | -0.5% | +0.1% | -0.6% | -0.5% |
| 3M | +16.9% | +31.2% | -14.3% | +9.2% |
| 6M | +13.1% | +3.6% | +9.5% | +11.8% |
| YTD | +14.9% | +5.0% | +9.9% | +13.2% |
| 1Y | +31.4% | +45.9% | -14.4% | +18.7% |
| 3Y | +51.9% | -1.9% | +53.8% | +49.4% |
| 5Y | +177.1% | +26.2% | +150.9% | +153.4% |
| 10Y | +456.3% | +112.1% | +344.2% | +345.0% |
| All | +11,480.4% | +7,483.9% | +3,996.5% | +2,789.2% |
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 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