+49.0%
REGN vs XME
+5.2%
+43.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -4.3% |
| 7D | +14.4% | -5.5% | +19.9% | +15.0% |
| 30D | +28.1% | -11.1% | +39.2% | +29.7% |
| 3M | +22.5% | -11.1% | +33.6% | +24.2% |
| 6M | +31.6% | -18.0% | +49.6% | +33.9% |
| YTD | +21.0% | -7.4% | +28.4% | +23.8% |
| 1Y | +49.0% | +6.7% | +42.3% | +59.0% |
| All | +49.0% | +5.2% | +43.7% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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