+97.5%
REGN vs VTEB
+17.9%
+79.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.8% | -1.6% |
| 7D | -5.6% | -0.9% | -4.7% | -5.3% |
| 30D | -2.0% | -2.5% | +0.6% | -1.1% |
| 3M | +28.0% | -3.0% | +30.9% | +29.3% |
| 6M | +1.2% | -2.1% | +3.3% | +1.9% |
| YTD | +1.6% | -1.5% | +3.1% | +2.2% |
| 1Y | +38.2% | +0.2% | +38.1% | +38.3% |
| 3Y | -5.4% | +8.6% | -13.9% | -7.2% |
| 5Y | +21.3% | +1.2% | +20.1% | +20.2% |
| All | +97.5% | +17.9% | +79.6% | +135.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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