+23.4%
REGN vs VMC
+47.0%
-23.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.3% | -1.7% |
| 7D | -5.6% | -3.8% | -1.8% | -4.7% |
| 30D | -2.0% | -9.7% | +7.7% | +0.4% |
| 3M | +28.0% | -9.6% | +37.6% | +30.6% |
| 6M | +1.2% | -4.8% | +6.0% | +1.8% |
| YTD | +1.6% | -10.9% | +12.5% | +3.4% |
| 1Y | +38.2% | -15.6% | +53.8% | +42.4% |
| 3Y | -5.4% | +19.3% | -24.7% | -11.8% |
| All | +23.4% | +47.0% | -23.6% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling