+3,690.5%
REGN vs VMC
+3,876.7%
-186.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | -6.0% | -3.7% | -2.3% | -4.7% |
| 30D | -0.4% | -12.8% | +12.4% | +4.5% |
| 3M | +32.0% | -7.9% | +39.9% | +35.2% |
| 6M | +3.0% | -7.5% | +10.5% | +5.1% |
| YTD | +3.2% | -11.6% | +14.8% | +6.3% |
| 1Y | +43.4% | -14.3% | +57.7% | +49.2% |
| 3Y | -3.6% | +18.5% | -22.1% | -12.3% |
| 5Y | +23.1% | +46.8% | -23.7% | +1.0% |
| 10Y | +108.3% | +153.2% | -44.9% | +23.6% |
| All | +3,690.5% | +3,876.7% | -186.2% | +1,110.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling