+23.4%
REGN vs VTEB
+1.2%
+22.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.8% | -1.8% |
| 7D | -5.6% | -0.9% | -4.7% | -4.9% |
| 30D | -2.0% | -2.5% | +0.6% | 0.0% |
| 3M | +28.0% | -3.0% | +30.9% | +31.0% |
| 6M | +1.2% | -2.1% | +3.3% | +2.9% |
| YTD | +1.6% | -1.5% | +3.1% | +2.9% |
| 1Y | +38.2% | +0.2% | +38.1% | +38.5% |
| 3Y | -5.4% | +8.6% | -13.9% | -9.0% |
| All | +23.4% | +1.2% | +22.1% | +1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling