+66.6%
VT vs REGN
+22.5%
+44.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.2% |
| 7D | +1.0% | -1.6% | +2.7% | +1.3% |
| 30D | -0.2% | +3.4% | -3.7% | -0.9% |
| 3M | +4.5% | +32.7% | -28.2% | -0.4% |
| 6M | +14.1% | +6.9% | +7.1% | +12.5% |
| YTD | +14.8% | +5.4% | +9.4% | +13.3% |
| 1Y | +21.2% | +45.8% | -24.7% | +12.5% |
| 3Y | +76.6% | -1.5% | +78.1% | +74.3% |
| 5Y | +66.6% | +22.2% | +44.4% | +52.2% |
| All | +66.6% | +22.5% | +44.1% | +52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling