+641.9%
VST vs REGN
+55.7%
+586.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.7% | -3.0% | +1.2% |
| 7D | +10.9% | +3.1% | +7.9% | +10.6% |
| 30D | -15.6% | +25.8% | -41.4% | -17.5% |
| 3M | -7.8% | +20.5% | -28.3% | -9.5% |
| 6M | -12.0% | +35.0% | -46.9% | -14.8% |
| YTD | -16.9% | +24.8% | -41.7% | -19.1% |
| 1Y | -25.1% | +43.0% | -68.0% | -28.3% |
| 3Y | +297.1% | +21.2% | +275.8% | +279.6% |
| 5Y | +641.9% | +54.5% | +587.4% | +556.1% |
| All | +641.9% | +55.7% | +586.2% | +556.1% |
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