+6,399.6%
REGN vs XME
+231.2%
+6,168.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.9% | -0.6% |
| 7D | -6.0% | -3.0% | -2.9% | -5.0% |
| 30D | -0.4% | -2.6% | +2.2% | +0.4% |
| 3M | +32.0% | +2.2% | +29.9% | +30.3% |
| 6M | +3.0% | +0.7% | +2.3% | +1.5% |
| YTD | +3.2% | +10.9% | -7.7% | -2.1% |
| 1Y | +43.4% | +35.7% | +7.7% | +26.1% |
| 3Y | -3.6% | +127.1% | -130.7% | -30.5% |
| 5Y | +23.1% | +168.5% | -145.4% | -19.6% |
| 10Y | +108.3% | +416.9% | -308.7% | -2.6% |
| All | +6,399.6% | +231.2% | +6,168.4% | +2,443.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling