+34.0%
XLB vs REGN
+21.2%
+12.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.6% |
| 7D | -2.8% | -5.6% | +2.7% | -1.8% |
| 30D | -3.1% | -2.0% | -1.1% | -2.8% |
| 3M | -0.2% | +28.0% | -28.1% | -4.8% |
| 6M | +3.1% | +1.2% | +1.9% | +2.4% |
| YTD | +13.3% | +1.6% | +11.6% | +12.3% |
| 1Y | +12.0% | +38.2% | -26.2% | +4.4% |
| 3Y | +31.4% | -5.4% | +36.8% | +29.8% |
| All | +34.0% | +21.2% | +12.8% | +21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling