+35.1%
REGN vs VSXY
+37.5%
-2.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.8% |
| YTD | +1.6% | +39.7% | -38.0% | -2.3% |
| 1Y | +38.2% | +180.0% | -141.7% | +25.2% |
| 3Y | -5.4% | +337.3% | -342.6% | -21.2% |
| 5Y | +21.3% | +22.7% | -1.4% | +11.4% |
| All | +35.1% | +37.5% | -2.4% | +21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling