+78.1%
IVV vs REGN
+21.2%
+56.9%
-18.8%
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% | -0.5% |
| 7D | +2.6% | +5.7% | -3.1% | +1.9% |
| 30D | -2.0% | +22.8% | -24.8% | -4.6% |
| 3M | -2.8% | +18.7% | -21.5% | -5.0% |
| 6M | +2.2% | +33.1% | -30.9% | -1.9% |
| YTD | +11.5% | +24.3% | -12.7% | +8.0% |
| 1Y | +13.5% | +38.2% | -24.7% | +8.1% |
| 3Y | +78.1% | +21.1% | +57.0% | +81.6% |
| All | +78.1% | +21.2% | +56.9% | +81.6% |
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 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