+1,079.0%
VST vs REGN
+142.8%
+936.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -17.7% |
| 3M | -7.8% | +20.5% | -28.3% | -9.7% |
| 6M | -12.0% | +35.0% | -46.9% | -15.1% |
| YTD | -16.9% | +24.8% | -41.7% | -19.3% |
| 1Y | -25.1% | +43.0% | -68.0% | -28.5% |
| 3Y | +297.1% | +21.2% | +275.8% | +280.8% |
| 5Y | +641.9% | +54.5% | +587.4% | +582.3% |
| 10Y | +1,142.3% | +130.7% | +1,011.6% | +957.3% |
| All | +1,079.0% | +142.8% | +936.2% | +871.0% |
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