-6.5%
FXI vs REGN
+21.2%
-27.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.6% |
| 7D | -3.9% | -5.6% | +1.7% | -3.3% |
| 30D | -2.1% | -2.0% | -0.1% | -1.9% |
| 3M | -0.5% | +28.0% | -28.4% | -3.2% |
| 6M | -4.5% | +1.2% | -5.7% | -4.8% |
| YTD | -9.2% | +1.6% | -10.9% | -9.7% |
| 1Y | -13.8% | +38.2% | -52.0% | -17.4% |
| 3Y | +36.6% | -5.4% | +41.9% | +34.2% |
| All | -6.5% | +21.2% | -27.6% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling