+9.1%
XLF vs REGN
+46.5%
-37.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.7% |
| 7D | 0.0% | +4.2% | -4.2% | -0.3% |
| 30D | +0.2% | +7.8% | -7.6% | -0.4% |
| 3M | +11.7% | +31.8% | -20.1% | +9.6% |
| 6M | +13.8% | +5.4% | +8.4% | +12.8% |
| YTD | +7.0% | +7.7% | -0.7% | +6.0% |
| 1Y | +9.1% | +46.7% | -37.5% | +7.4% |
| All | +9.1% | +46.5% | -37.3% | +7.4% |
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