+14.7%
FXI vs REGN
+105.3%
-90.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.6% |
| 7D | -3.9% | -5.6% | +1.7% | -3.0% |
| 30D | -2.1% | -2.0% | -0.1% | -1.8% |
| 3M | -0.5% | +28.0% | -28.4% | -4.3% |
| 6M | -4.5% | +1.2% | -5.7% | -5.0% |
| YTD | -9.2% | +1.6% | -10.9% | -9.9% |
| 1Y | -13.8% | +38.2% | -52.0% | -18.8% |
| 3Y | +36.6% | -5.4% | +41.9% | +34.7% |
| 5Y | -6.7% | +21.3% | -27.9% | -13.2% |
| All | +14.7% | +105.3% | -90.6% | -5.2% |
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