+11.9%
VT vs REGN
+40.4%
-28.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -0.1% | -5.9% | +5.7% | +0.2% |
| 30D | -3.1% | +22.7% | -25.8% | -4.7% |
| 3M | -3.5% | +13.5% | -17.0% | -4.4% |
| 6M | +0.5% | +28.5% | -28.0% | -1.6% |
| YTD | +10.8% | +19.1% | -8.4% | +9.4% |
| 1Y | +11.9% | +40.6% | -28.7% | +11.1% |
| All | +11.9% | +40.4% | -28.5% | +11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling