+1,075.1%
VST vs REGN
+141.8%
+933.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.6% | -1.2% |
| 7D | +6.6% | +5.7% | +0.9% | +5.9% |
| 30D | -12.4% | +22.8% | -35.1% | -14.3% |
| 3M | -9.0% | +18.7% | -27.7% | -10.8% |
| 6M | -6.4% | +33.1% | -39.5% | -9.6% |
| YTD | -17.2% | +24.3% | -41.5% | -19.5% |
| 1Y | -22.0% | +38.2% | -60.2% | -25.3% |
| 3Y | +296.7% | +21.1% | +275.6% | +280.4% |
| 5Y | +637.6% | +52.8% | +584.8% | +579.2% |
| 10Y | +1,138.2% | +129.8% | +1,008.4% | +954.2% |
| All | +1,075.1% | +141.8% | +933.3% | +868.3% |
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 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