+1,037.2%
XLE vs REGN
+11,380.1%
-10,342.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.3% |
| 7D | 0.0% | -1.6% | +1.6% | +0.1% |
| 30D | +12.6% | +3.4% | +9.2% | +12.3% |
| 3M | +11.8% | +32.7% | -20.9% | +8.7% |
| 6M | +16.1% | +6.9% | +9.2% | +15.0% |
| YTD | +46.9% | +5.4% | +41.5% | +45.5% |
| 1Y | +53.3% | +45.8% | +7.4% | +46.8% |
| 3Y | +54.9% | -1.5% | +56.5% | +53.0% |
| 5Y | +225.7% | +22.2% | +203.5% | +212.8% |
| 10Y | +170.7% | +103.6% | +67.1% | +142.8% |
| All | +1,037.2% | +11,380.1% | -10,342.9% | +582.6% |
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 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