+23.4%
REGN vs XYL
-16.2%
+39.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | -5.6% | +1.2% | -6.8% | -6.0% |
| 30D | -2.0% | -11.9% | +10.0% | +1.8% |
| 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% | +8.2% |
| 1Y | +38.2% | -23.5% | +61.8% | +48.7% |
| 3Y | -5.4% | +14.9% | -20.2% | -9.0% |
| All | +23.4% | -16.2% | +39.6% | +25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling