+1,208.7%
VST vs REGN
+97.7%
+1,111.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.1% |
| 7D | -0.6% | -5.6% | +5.0% | 0.0% |
| 30D | +1.2% | -2.0% | +3.1% | +1.4% |
| 3M | +1.5% | +28.0% | -26.4% | -1.5% |
| 6M | -6.5% | +1.2% | -7.7% | -6.9% |
| YTD | -7.8% | +1.6% | -9.4% | -8.3% |
| 1Y | -26.9% | +38.2% | -65.1% | -30.3% |
| 3Y | +353.9% | -5.4% | +359.2% | +348.1% |
| 5Y | +782.7% | +21.3% | +761.5% | +733.5% |
| All | +1,208.7% | +97.7% | +1,111.0% | +1,003.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling