+12.0%
XLB vs REGN
+41.3%
-29.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.6% |
| 7D | -2.8% | -5.6% | +2.7% | -2.1% |
| 30D | -3.1% | -2.0% | -1.1% | -2.9% |
| 3M | -0.2% | +28.0% | -28.1% | -3.4% |
| 6M | +3.1% | +1.2% | +1.9% | +2.3% |
| YTD | +13.3% | +1.6% | +11.6% | +12.3% |
| 1Y | +12.0% | +38.2% | -26.2% | +10.3% |
| All | +12.0% | +41.3% | -29.3% | +10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling