+1,111.8%
REGN vs XYL
+456.4%
+655.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.1% |
| 3M | +28.0% | -1.5% | +29.5% | +28.1% |
| 6M | +1.2% | -11.9% | +13.1% | +5.0% |
| YTD | +1.6% | -20.6% | +22.2% | +8.9% |
| 1Y | +38.2% | -23.5% | +61.8% | +49.9% |
| 3Y | -5.4% | +14.9% | -20.2% | -11.0% |
| 5Y | +21.3% | -15.3% | +36.6% | +23.4% |
| 10Y | +105.2% | +148.6% | -43.4% | +30.3% |
| All | +1,111.8% | +456.4% | +655.4% | +469.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling