+14.8%
IVV vs REGN
+45.3%
-30.5%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.4% | +6.0% | +1.8% |
| 7D | -0.7% | +14.4% | -15.1% | -1.4% |
| 30D | -1.0% | +28.1% | -29.1% | -2.6% |
| 3M | -0.3% | +22.5% | -22.8% | -1.6% |
| 6M | +7.4% | +31.6% | -24.2% | +5.4% |
| YTD | +13.4% | +21.0% | -7.7% | +12.0% |
| 1Y | +14.8% | +49.0% | -34.2% | +15.1% |
| All | +14.8% | +45.3% | -30.5% | +15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling