+5,306.9%
REGN vs XPO
+9,727.5%
-4,420.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -5.6% | -5.7% | +0.1% | -5.1% |
| 30D | -2.0% | -12.8% | +10.9% | -0.7% |
| 3M | +28.0% | -20.0% | +47.9% | +30.5% |
| 6M | +1.2% | -6.0% | +7.2% | +1.5% |
| YTD | +1.6% | +34.0% | -32.4% | -1.8% |
| 1Y | +38.2% | +35.6% | +2.7% | +33.1% |
| 3Y | -5.4% | +152.3% | -157.7% | -15.2% |
| 5Y | +21.3% | +264.4% | -243.1% | +2.7% |
| 10Y | +105.2% | +1,498.6% | -1,393.4% | +46.0% |
| All | +5,306.9% | +9,727.5% | -4,420.6% | +3,033.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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