+23.4%
REGN vs VSXY
+22.6%
+0.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.1% | -4.6% | -1.7% |
| 7D | -5.6% | +0.1% | -5.7% | -5.6% |
| 30D | -2.0% | -18.7% | +16.7% | -0.6% |
| 3M | +28.0% | -4.0% | +31.9% | +28.0% |
| 6M | +1.2% | +67.5% | -66.3% | -4.0% |
| YTD | +1.6% | +39.7% | -38.0% | -2.4% |
| 1Y | +38.2% | +180.0% | -141.7% | +24.8% |
| 3Y | -5.4% | +337.3% | -342.6% | -22.0% |
| All | +23.4% | +22.6% | +0.7% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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