+26.2%
REGN vs VCIT
+3.3%
+22.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -5.2% | -0.2% | -5.0% | -5.1% |
| 30D | +0.1% | -0.5% | +0.6% | +0.5% |
| 3M | +31.2% | -0.9% | +32.2% | +32.2% |
| 6M | +3.6% | -1.9% | +5.5% | +5.2% |
| YTD | +5.0% | -1.0% | +6.0% | +6.0% |
| 1Y | +45.9% | +0.2% | +45.6% | +45.9% |
| 3Y | -1.9% | +19.0% | -20.9% | -11.8% |
| 5Y | +26.2% | +3.1% | +23.1% | +0.8% |
| All | +26.2% | +3.3% | +22.9% | +0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling