+100.4%
REGN vs VT
+226.9%
-126.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.2% |
| 7D | -6.0% | -2.0% | -4.0% | -4.7% |
| 30D | -0.4% | -1.4% | +1.1% | +0.6% |
| 3M | +32.0% | +4.7% | +27.3% | +27.8% |
| 6M | +3.0% | +11.4% | -8.3% | -4.4% |
| YTD | +3.2% | +13.1% | -9.9% | -5.2% |
| 1Y | +43.4% | +19.0% | +24.4% | +27.2% |
| 3Y | -3.6% | +73.9% | -77.6% | -33.6% |
| 5Y | +23.1% | +65.4% | -42.3% | -13.2% |
| All | +100.4% | +226.9% | -126.4% | -18.8% |
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