+117.0%
REGN vs VCIT
+31.0%
+85.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.6% |
| 7D | +5.7% | -1.4% | +7.1% | +6.7% |
| 30D | +22.8% | +0.6% | +22.2% | +22.3% |
| 3M | +18.7% | -2.2% | +20.9% | +20.5% |
| 6M | +33.1% | -2.3% | +35.4% | +35.2% |
| YTD | +24.3% | -2.2% | +26.5% | +26.2% |
| 1Y | +38.2% | -1.4% | +39.5% | +39.7% |
| 3Y | +21.1% | +18.7% | +2.3% | +10.5% |
| 5Y | +52.8% | +3.6% | +49.2% | +47.3% |
| All | +117.0% | +31.0% | +85.9% | +106.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 10y: compounded portfolio wealth divided by compounded VCIT 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…
10y analysis · Full analysis span regression · 6 months rolling