+161.1%
VEA vs REGN
+105.3%
+55.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.3% |
| 7D | -1.5% | -5.6% | +4.1% | -0.5% |
| 30D | -0.8% | -2.0% | +1.1% | -0.6% |
| 3M | +2.5% | +28.0% | -25.5% | -1.7% |
| 6M | +11.1% | +1.2% | +10.0% | +10.6% |
| YTD | +17.2% | +1.6% | +15.5% | +16.4% |
| 1Y | +24.5% | +38.2% | -13.7% | +17.2% |
| 3Y | +75.4% | -5.4% | +80.8% | +73.8% |
| 5Y | +61.1% | +21.3% | +39.8% | +51.1% |
| All | +161.1% | +105.3% | +55.8% | +120.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 10y: compounded portfolio wealth divided by compounded REGN 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…
10y analysis · Full analysis span regression · 6 months rolling