-0.6%
XLC vs REGN
+46.5%
-47.0%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -1.1% |
| 7D | -0.8% | +4.2% | -5.1% | -1.1% |
| 30D | +1.0% | +7.8% | -6.8% | +0.7% |
| 3M | -0.7% | +31.8% | -32.5% | -2.1% |
| 6M | -5.1% | +5.4% | -10.5% | -5.7% |
| YTD | -4.3% | +7.7% | -11.9% | -4.9% |
| 1Y | -0.6% | +46.7% | -47.2% | -1.3% |
| All | -0.6% | +46.5% | -47.0% | -1.3% |
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