-5.8%
XLC vs REGN
+45.3%
-51.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.4% | +7.9% | +3.7% |
| 7D | +1.8% | +14.4% | -12.7% | +0.9% |
| 30D | -6.0% | +28.1% | -34.1% | -7.7% |
| 3M | -6.0% | +22.5% | -28.5% | -7.3% |
| 6M | -9.1% | +31.6% | -40.6% | -10.8% |
| YTD | -10.0% | +21.0% | -31.1% | -11.4% |
| 1Y | -5.8% | +49.0% | -54.8% | -8.4% |
| All | -5.8% | +45.3% | -51.1% | -8.4% |
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