+5.2%
VUG vs REGN
+45.3%
-40.1%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.4% | +5.9% | +1.6% |
| 7D | -3.0% | +14.4% | -17.4% | -3.3% |
| 30D | -6.4% | +28.1% | -34.5% | -7.4% |
| 3M | -3.2% | +22.5% | -25.7% | -3.9% |
| 6M | +3.1% | +31.6% | -28.5% | +2.0% |
| YTD | +6.3% | +21.0% | -14.8% | +5.7% |
| 1Y | +5.2% | +49.0% | -43.8% | +7.5% |
| All | +5.2% | +45.3% | -40.1% | +7.5% |
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