+377.4%
VT vs REGN
+5,485.1%
-5,107.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.8% | +0.4% |
| 7D | +0.4% | +4.2% | -3.8% | -0.5% |
| 30D | +1.0% | +7.8% | -6.8% | -0.7% |
| 3M | +2.4% | +31.8% | -29.4% | -3.7% |
| 6M | +12.0% | +5.4% | +6.6% | +10.2% |
| YTD | +15.3% | +7.7% | +7.7% | +12.8% |
| 1Y | +22.6% | +46.7% | -24.1% | +11.5% |
| 3Y | +74.7% | +0.5% | +74.2% | +69.6% |
| 5Y | +66.1% | +22.9% | +43.2% | +51.8% |
| 10Y | +225.0% | +115.0% | +110.0% | +150.0% |
| All | +377.4% | +5,485.1% | -5,107.7% | +25.2% |
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 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