+362.2%
VST vs REGN
-1.1%
+363.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | +5.3% | -5.2% | +10.5% | +5.6% |
| 30D | +5.8% | +0.1% | +5.7% | +5.7% |
| 3M | +3.5% | +31.2% | -27.7% | +2.0% |
| 6M | -7.4% | +3.6% | -11.0% | -7.8% |
| YTD | -6.1% | +5.0% | -11.1% | -6.6% |
| 1Y | -21.6% | +45.9% | -67.5% | -24.0% |
| All | +362.2% | -1.1% | +363.3% | +323.6% |
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