+3,225.7%
REGN vs VYM
+488.1%
+2,737.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -2.1% |
| 7D | -5.6% | -0.8% | -4.8% | -4.9% |
| 30D | -2.0% | -2.2% | +0.3% | +0.2% |
| 3M | +28.0% | +3.1% | +24.9% | +24.3% |
| 6M | +1.2% | +9.7% | -8.6% | -7.6% |
| YTD | +1.6% | +14.9% | -13.3% | -11.3% |
| 1Y | +38.2% | +17.6% | +20.7% | +18.0% |
| 3Y | -5.4% | +65.3% | -70.7% | -42.3% |
| 5Y | +21.3% | +78.7% | -57.4% | -32.6% |
| 10Y | +105.2% | +208.2% | -103.0% | -40.9% |
| All | +3,225.7% | +488.1% | +2,737.6% | +417.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling