+76.6%
VT vs REGN
-1.5%
+78.1%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.2% |
| 7D | +1.0% | -1.6% | +2.7% | +1.2% |
| 30D | -0.2% | +3.4% | -3.7% | -0.8% |
| 3M | +4.5% | +32.7% | -28.2% | +0.2% |
| 6M | +14.1% | +6.9% | +7.1% | +12.8% |
| YTD | +14.8% | +5.4% | +9.4% | +13.6% |
| 1Y | +21.2% | +45.8% | -24.7% | +13.6% |
| 3Y | +76.6% | -1.5% | +78.1% | +74.7% |
| All | +76.6% | -1.5% | +78.1% | +74.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling