+97.5%
REGN vs XYL
+150.5%
-53.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | -5.6% | +1.2% | -6.8% | -5.9% |
| 30D | -2.0% | -11.9% | +10.0% | +1.7% |
| 3M | +28.0% | -1.5% | +29.5% | +28.0% |
| 6M | +1.2% | -11.9% | +13.1% | +4.6% |
| YTD | +1.6% | -20.6% | +22.2% | +8.1% |
| 1Y | +38.2% | -23.5% | +61.8% | +48.6% |
| 3Y | -5.4% | +14.9% | -20.2% | -10.0% |
| 5Y | +21.3% | -15.3% | +36.6% | +23.3% |
| All | +97.5% | +150.5% | -53.0% | +31.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling