+75.8%
IVV vs REGN
-2.9%
+78.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.3% |
| 7D | -2.0% | -6.0% | +3.9% | -1.2% |
| 30D | -1.6% | -0.4% | -1.3% | -1.6% |
| 3M | +4.8% | +32.0% | -27.2% | +0.4% |
| 6M | +12.6% | +3.0% | +9.5% | +11.9% |
| YTD | +11.8% | +3.2% | +8.6% | +10.9% |
| 1Y | +17.6% | +43.4% | -25.9% | +10.0% |
| All | +75.8% | -2.9% | +78.7% | +74.8% |
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