+71.4%
XLC vs REGN
-4.3%
+75.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.1% |
| 7D | +0.5% | -5.6% | +6.1% | +1.1% |
| 30D | +2.1% | -2.0% | +4.1% | +2.3% |
| 3M | +0.7% | +28.0% | -27.3% | -2.1% |
| 6M | -3.2% | +1.2% | -4.4% | -3.5% |
| YTD | -3.8% | +1.6% | -5.4% | -4.2% |
| 1Y | -2.0% | +38.2% | -40.3% | -6.4% |
| 3Y | +71.4% | -5.4% | +76.7% | +71.4% |
| All | +71.4% | -4.3% | +75.7% | +71.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling