+49.0%
REGN vs XYL
-30.7%
+79.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.0% | -9.4% | -5.4% |
| 7D | +14.4% | +14.5% | -0.1% | +11.0% |
| 30D | +28.1% | -1.3% | +29.4% | +27.1% |
| 3M | +22.5% | -17.0% | +39.5% | +27.7% |
| 6M | +31.6% | -11.3% | +42.9% | +33.5% |
| YTD | +21.0% | -25.0% | +46.0% | +28.0% |
| 1Y | +49.0% | -31.5% | +80.5% | +61.0% |
| All | +49.0% | -30.7% | +79.7% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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