+40.9%
REGN vs VYM
+17.8%
+23.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.3% | +0.3% | -0.6% |
| 7D | +10.3% | -3.0% | +13.3% | +12.7% |
| 30D | +22.2% | +0.9% | +21.3% | +20.8% |
| 3M | +17.6% | -2.7% | +20.3% | +19.8% |
| 6M | +28.9% | +3.4% | +25.5% | +24.6% |
| YTD | +17.4% | +13.3% | +4.1% | +6.8% |
| 1Y | +40.9% | +17.0% | +23.9% | +28.2% |
| All | +40.9% | +17.8% | +23.1% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling