+117.0%
REGN vs VT
+221.8%
-104.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | +5.7% | +2.4% | +3.3% | +4.1% |
| 30D | +22.8% | -1.5% | +24.3% | +23.7% |
| 3M | +18.7% | -4.1% | +22.8% | +21.6% |
| 6M | +33.1% | +0.6% | +32.5% | +31.9% |
| YTD | +24.3% | +11.0% | +13.2% | +15.3% |
| 1Y | +38.2% | +13.3% | +24.8% | +26.4% |
| 3Y | +21.1% | +73.4% | -52.3% | -16.4% |
| 5Y | +52.8% | +57.4% | -4.6% | +11.5% |
| All | +117.0% | +221.8% | -104.8% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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