-5.4%
REGN vs VYM
+65.1%
-70.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -2.0% |
| 7D | -5.6% | -0.8% | -4.8% | -4.9% |
| 30D | -2.0% | -2.2% | +0.3% | -0.1% |
| 3M | +28.0% | +3.1% | +24.9% | +24.8% |
| 6M | +1.2% | +9.7% | -8.6% | -6.5% |
| YTD | +1.6% | +14.9% | -13.3% | -9.6% |
| 1Y | +38.2% | +17.6% | +20.7% | +20.6% |
| 3Y | -5.4% | +65.3% | -70.7% | -37.1% |
| All | -5.4% | +65.1% | -70.4% | -37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling