+802.1%
XLB vs REGN
+11,342.4%
-10,540.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.7% | -1.0% |
| 7D | -2.9% | -5.2% | +2.3% | -2.4% |
| 30D | -3.4% | +0.1% | -3.4% | -3.4% |
| 3M | +1.6% | +31.2% | -29.6% | -1.5% |
| 6M | +3.6% | +3.6% | 0.0% | +3.0% |
| YTD | +14.2% | +5.0% | +9.2% | +13.3% |
| 1Y | +15.6% | +45.9% | -30.3% | +10.3% |
| 3Y | +33.1% | -1.9% | +35.0% | +31.7% |
| 5Y | +35.1% | +26.2% | +8.9% | +29.1% |
| 10Y | +164.5% | +112.1% | +52.5% | +134.8% |
| All | +802.1% | +11,342.4% | -10,540.3% | +421.9% |
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