+62.8%
VZ vs REGN
+108.4%
-45.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.2% | +0.7% |
| 7D | -1.2% | -6.0% | +4.7% | -0.5% |
| 30D | +5.7% | -0.4% | +6.1% | +5.7% |
| 3M | +8.2% | +32.0% | -23.8% | +4.7% |
| 6M | +1.7% | +3.0% | -1.3% | +1.1% |
| YTD | +28.9% | +3.2% | +25.7% | +27.9% |
| 1Y | +22.7% | +43.4% | -20.7% | +16.8% |
| 3Y | +82.7% | -3.6% | +86.3% | +80.7% |
| 5Y | +26.4% | +23.1% | +3.3% | +19.9% |
| All | +62.8% | +108.4% | -45.6% | +41.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling