+1,216.9%
VST vs REGN
+109.4%
+1,107.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.4% | +3.7% |
| 7D | +8.9% | +4.2% | +4.7% | +8.4% |
| 30D | +6.2% | +7.8% | -1.6% | +5.3% |
| 3M | -2.7% | +31.8% | -34.5% | -5.9% |
| 6M | -8.4% | +5.4% | -13.7% | -9.1% |
| YTD | -7.2% | +7.7% | -14.9% | -8.3% |
| 1Y | -20.9% | +46.7% | -67.6% | -25.1% |
| 3Y | +384.0% | +0.5% | +383.5% | +374.6% |
| 5Y | +757.1% | +22.9% | +734.1% | +708.5% |
| All | +1,216.9% | +109.4% | +1,107.4% | +1,003.1% |
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 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