+40.9%
REGN vs XLRE
+11.7%
+29.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -2.1% |
| 7D | +10.3% | +2.9% | +7.4% | +8.6% |
| 30D | +22.2% | +7.8% | +14.4% | +17.4% |
| 3M | +17.6% | -1.2% | +18.8% | +18.1% |
| 6M | +28.9% | +2.0% | +26.9% | +27.2% |
| YTD | +17.4% | +12.4% | +5.0% | +10.3% |
| 1Y | +40.9% | +12.1% | +28.8% | +32.8% |
| All | +40.9% | +11.7% | +29.2% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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