+34.0%
XLK vs REGN
+1.9%
+32.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.3% |
| 7D | +0.2% | -5.6% | +5.8% | +0.1% |
| 30D | -0.6% | -2.0% | +1.3% | -0.7% |
| 3M | +2.6% | +28.0% | -25.4% | +2.5% |
| 6M | +34.0% | +1.2% | +32.8% | +41.3% |
| All | +34.0% | +1.9% | +32.1% | +41.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling