+49.0%
REGN vs VMC
+3.7%
+45.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.6% | -9.0% | -5.1% |
| 7D | +14.4% | +12.3% | +2.1% | +12.3% |
| 30D | +28.1% | +21.2% | +6.9% | +24.2% |
| 3M | +22.5% | +4.6% | +17.9% | +21.3% |
| 6M | +31.6% | +3.9% | +27.7% | +30.2% |
| YTD | +21.0% | +5.0% | +16.1% | +17.2% |
| 1Y | +49.0% | +2.6% | +46.3% | +45.8% |
| All | +49.0% | +3.7% | +45.3% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling