+13.3%
VT vs REGN
+40.6%
-27.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | +2.4% | +5.7% | -3.3% | +2.0% |
| 30D | -1.5% | +22.8% | -24.3% | -3.1% |
| 3M | -4.1% | +18.7% | -22.8% | -5.3% |
| 6M | +0.6% | +33.1% | -32.5% | -1.7% |
| YTD | +11.0% | +24.3% | -13.2% | +9.3% |
| 1Y | +13.3% | +38.2% | -24.8% | +11.5% |
| All | +13.3% | +40.6% | -27.3% | +11.5% |
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