+24.3%
XLP vs REGN
+45.3%
-21.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.4% | +7.7% | +3.8% |
| 7D | +5.9% | +14.4% | -8.6% | +4.0% |
| 30D | +13.5% | +28.1% | -14.7% | +10.1% |
| 3M | +8.4% | +22.5% | -14.1% | +5.7% |
| 6M | +11.5% | +31.6% | -20.0% | +7.6% |
| YTD | +20.6% | +21.0% | -0.4% | +17.1% |
| 1Y | +24.3% | +49.0% | -24.6% | +16.7% |
| All | +24.3% | +45.3% | -21.0% | +16.7% |
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