+414.6%
XLF vs REGN
+10,971.8%
-10,557.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.9% |
| 7D | -1.5% | -5.6% | +4.1% | -0.7% |
| 30D | -1.2% | -2.0% | +0.8% | -0.9% |
| 3M | +9.2% | +28.0% | -18.8% | +5.3% |
| 6M | +16.3% | +1.2% | +15.2% | +15.7% |
| YTD | +5.4% | +1.6% | +3.8% | +4.7% |
| 1Y | +7.6% | +38.2% | -30.6% | +1.9% |
| 3Y | +74.2% | -5.4% | +79.6% | +72.3% |
| 5Y | +66.1% | +21.3% | +44.9% | +57.2% |
| 10Y | +252.8% | +105.2% | +147.6% | +200.8% |
| All | +414.6% | +10,971.8% | -10,557.2% | +118.9% |
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