+57.4%
VZ vs REGN
+21.2%
+36.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.9% | -0.4% |
| 7D | +1.5% | +5.7% | -4.2% | +1.0% |
| 30D | +4.4% | +22.8% | -18.4% | +2.5% |
| 3M | -2.4% | +18.7% | -21.1% | -3.9% |
| 6M | +1.4% | +33.1% | -31.7% | -1.1% |
| YTD | +21.4% | +24.3% | -2.9% | +18.8% |
| 1Y | +20.3% | +38.2% | -17.9% | +16.6% |
| 3Y | +57.4% | +21.1% | +36.3% | +54.3% |
| All | +57.4% | +21.2% | +36.2% | +54.3% |
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