+5,336.7%
REGN vs VIG
+615.8%
+4,720.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -2.2% |
| 7D | -5.6% | -1.1% | -4.5% | -4.5% |
| 30D | -2.0% | -2.7% | +0.8% | +1.0% |
| 3M | +28.0% | +2.5% | +25.4% | +24.6% |
| 6M | +1.2% | +9.2% | -8.1% | -7.9% |
| YTD | +1.6% | +9.8% | -8.2% | -8.1% |
| 1Y | +38.2% | +12.4% | +25.9% | +21.9% |
| 3Y | -5.4% | +55.9% | -61.3% | -41.5% |
| 5Y | +21.3% | +63.9% | -42.7% | -30.6% |
| 10Y | +105.2% | +249.1% | -143.9% | -56.2% |
| All | +5,336.7% | +615.8% | +4,720.9% | +338.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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