+38.2%
REGN vs VYM
+18.4%
+19.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -2.0% |
| 7D | -5.6% | -0.8% | -4.8% | -5.0% |
| 30D | -2.0% | -2.2% | +0.3% | -0.2% |
| 3M | +28.0% | +3.1% | +24.9% | +25.1% |
| 6M | +1.2% | +9.7% | -8.6% | -6.1% |
| YTD | +1.6% | +14.9% | -13.3% | -7.3% |
| 1Y | +38.2% | +17.6% | +20.7% | +26.4% |
| All | +38.2% | +18.4% | +19.8% | +26.4% |
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