+2,049.4%
XEL vs REGN
+3,485.7%
-1,436.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.2% |
| 7D | -0.3% | -5.6% | +5.3% | 0.0% |
| 30D | -3.9% | -2.0% | -2.0% | -3.9% |
| 3M | -2.8% | +28.0% | -30.8% | -4.0% |
| 6M | -5.4% | +1.2% | -6.5% | -5.6% |
| YTD | +3.8% | +1.6% | +2.1% | +3.5% |
| 1Y | +6.8% | +38.2% | -31.4% | +4.9% |
| 3Y | +45.6% | -5.4% | +50.9% | +45.0% |
| 5Y | +30.7% | +21.3% | +9.4% | +28.2% |
| 10Y | +151.7% | +105.2% | +46.5% | +139.0% |
| All | +2,049.4% | +3,485.7% | -1,436.3% | +1,533.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 REGN 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