+4,618.1%
REGN vs ITOT
+887.7%
+3,730.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -2.3% |
| 7D | -5.6% | -0.9% | -4.7% | -4.7% |
| 30D | -2.0% | -1.5% | -0.5% | -0.5% |
| 3M | +28.0% | +3.6% | +24.4% | +23.3% |
| 6M | +1.2% | +13.7% | -12.5% | -11.5% |
| YTD | +1.6% | +12.9% | -11.3% | -10.6% |
| 1Y | +38.2% | +17.2% | +21.1% | +16.8% |
| 3Y | -5.4% | +75.6% | -81.0% | -48.3% |
| 5Y | +21.3% | +75.5% | -54.2% | -36.1% |
| 10Y | +105.2% | +302.0% | -196.8% | -62.3% |
| All | +4,618.1% | +887.7% | +3,730.4% | +137.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 all: compounded portfolio wealth divided by compounded ITOT 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…
all analysis · Full analysis span regression · 6 months rolling