+97.5%
REGN vs VSH
+196.4%
-98.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.1% | -7.6% | -2.5% |
| 7D | -5.6% | +4.8% | -10.3% | -6.3% |
| 30D | -2.0% | -0.7% | -1.3% | -2.1% |
| 3M | +28.0% | -43.1% | +71.0% | +38.2% |
| 6M | +1.2% | +91.8% | -90.6% | -15.8% |
| YTD | +1.6% | +131.6% | -130.0% | -19.2% |
| 1Y | +38.2% | +118.1% | -79.8% | +10.5% |
| 3Y | -5.4% | +40.9% | -46.3% | -19.7% |
| 5Y | +21.3% | +75.8% | -54.5% | -4.0% |
| All | +97.5% | +196.4% | -98.9% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 10y: compounded portfolio wealth divided by compounded VSH 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…
10y analysis · Full analysis span regression · 6 months rolling