+177.8%
XLE vs REGN
+105.3%
+72.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.5% |
| 7D | +1.7% | -5.6% | +7.3% | +2.5% |
| 30D | +6.7% | -2.0% | +8.7% | +7.0% |
| 3M | +14.9% | +28.0% | -13.1% | +11.0% |
| 6M | +15.9% | +1.2% | +14.7% | +15.3% |
| YTD | +47.7% | +1.6% | +46.1% | +46.7% |
| 1Y | +50.7% | +38.2% | +12.5% | +42.3% |
| 3Y | +57.9% | -5.4% | +63.2% | +55.7% |
| 5Y | +227.0% | +21.3% | +205.7% | +207.2% |
| All | +177.8% | +105.3% | +72.5% | +122.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling