+3,634.3%
REGN vs VSH
+1,559.4%
+2,074.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.1% | -7.6% | -3.2% |
| 7D | -5.6% | +4.8% | -10.3% | -6.9% |
| 30D | -2.0% | -0.7% | -1.3% | -2.2% |
| 3M | +28.0% | -43.1% | +71.0% | +44.8% |
| 6M | +1.2% | +91.8% | -90.6% | -22.3% |
| YTD | +1.6% | +131.6% | -130.0% | -26.8% |
| 1Y | +38.2% | +118.1% | -79.8% | +0.1% |
| 3Y | -5.4% | +40.9% | -46.3% | -25.6% |
| 5Y | +21.3% | +75.8% | -54.5% | -13.5% |
| 10Y | +105.2% | +193.8% | -88.6% | +12.6% |
| All | +3,634.3% | +1,559.4% | +2,074.9% | +653.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling