+43.4%
XLK vs REGN
+46.5%
-3.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +0.7% |
| 7D | +0.9% | +4.2% | -3.4% | +0.8% |
| 30D | +0.7% | +7.8% | -7.1% | +0.6% |
| 3M | -2.9% | +31.8% | -34.7% | -3.4% |
| 6M | +34.3% | +5.4% | +28.9% | +35.2% |
| YTD | +30.4% | +7.7% | +22.7% | +31.2% |
| 1Y | +43.4% | +46.7% | -3.3% | +43.5% |
| All | +43.4% | +46.5% | -3.1% | +43.5% |
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