+79.2%
VZ vs REGN
-1.1%
+80.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | -1.0% | -5.2% | +4.3% | -0.5% |
| 30D | +5.8% | +0.1% | +5.7% | +5.7% |
| 3M | +10.5% | +31.2% | -20.7% | +7.9% |
| 6M | +1.8% | +3.6% | -1.8% | +1.3% |
| YTD | +28.3% | +5.0% | +23.2% | +27.4% |
| 1Y | +22.0% | +45.9% | -23.9% | +17.3% |
| All | +79.2% | -1.1% | +80.3% | +69.2% |
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 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