+6,399.6%
REGN vs XRT
+486.5%
+5,913.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.3% |
| 7D | -6.0% | -3.6% | -2.4% | -4.1% |
| 30D | -0.4% | -6.7% | +6.3% | +3.5% |
| 3M | +32.0% | -1.4% | +33.4% | +32.7% |
| 6M | +3.0% | +1.7% | +1.3% | +1.5% |
| YTD | +3.2% | -1.5% | +4.6% | +3.3% |
| 1Y | +43.4% | -2.5% | +45.9% | +44.1% |
| 3Y | -3.6% | +39.9% | -43.5% | -22.7% |
| 5Y | +23.1% | -2.6% | +25.7% | +15.0% |
| 10Y | +108.3% | +123.1% | -14.8% | -5.3% |
| All | +6,399.6% | +486.5% | +5,913.0% | +1,184.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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