+31.3%
XLP vs REGN
+21.6%
+9.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.1% |
| 7D | -2.9% | -5.2% | +2.3% | -2.3% |
| 30D | -2.2% | +0.1% | -2.3% | -2.3% |
| 3M | -0.6% | +31.2% | -31.8% | -3.8% |
| 6M | -2.2% | +3.6% | -5.8% | -2.9% |
| YTD | +8.3% | +5.0% | +3.2% | +7.2% |
| 1Y | +5.7% | +45.9% | -40.1% | +0.4% |
| 3Y | +25.7% | -1.9% | +27.5% | +24.6% |
| 5Y | +31.3% | +26.2% | +5.1% | +24.2% |
| All | +31.3% | +21.6% | +9.7% | +24.2% |
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