+81.8%
XLI vs REGN
+21.2%
+60.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.3% |
| 7D | -1.7% | -5.6% | +3.9% | -0.8% |
| 30D | -7.3% | -2.0% | -5.3% | -7.1% |
| 3M | -1.3% | +28.0% | -29.3% | -5.5% |
| 6M | +2.2% | +1.2% | +1.1% | +1.7% |
| YTD | +11.7% | +1.6% | +10.1% | +10.9% |
| 1Y | +14.3% | +38.2% | -24.0% | +7.4% |
| 3Y | +70.3% | -5.4% | +75.7% | +69.0% |
| All | +81.8% | +21.2% | +60.7% | +67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling