+321.7%
VWO vs REGN
+13,477.7%
-13,156.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.0% |
| 7D | -1.8% | -5.6% | +3.8% | -0.6% |
| 30D | -0.1% | -2.0% | +1.9% | +0.2% |
| 3M | +2.2% | +28.0% | -25.7% | -3.2% |
| 6M | +8.8% | +1.2% | +7.6% | +7.9% |
| YTD | +12.4% | +1.6% | +10.8% | +11.2% |
| 1Y | +15.6% | +38.2% | -22.7% | +6.5% |
| 3Y | +62.5% | -5.4% | +67.9% | +59.5% |
| 5Y | +34.3% | +21.3% | +13.0% | +22.3% |
| 10Y | +114.8% | +105.2% | +9.6% | +64.7% |
| All | +321.7% | +13,477.7% | -13,156.0% | +2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling