+9.4%
VTI vs REGN
+43.8%
-34.4%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.0% | -1.4% | -4.2% |
| 7D | -4.7% | +10.3% | -15.0% | -5.2% |
| 30D | -5.8% | +22.2% | -28.0% | -7.1% |
| 3M | -4.8% | +17.6% | -22.4% | -5.9% |
| 6M | +1.5% | +28.9% | -27.4% | -0.4% |
| YTD | +8.5% | +17.4% | -9.0% | +7.2% |
| 1Y | +9.4% | +40.9% | -31.4% | +9.4% |
| All | +9.4% | +43.8% | -34.4% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling