+569.3%
XLP vs REGN
+13,436.7%
-12,867.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.4% |
| 7D | +2.5% | +5.7% | -3.1% | +2.2% |
| 30D | +7.3% | +22.8% | -15.4% | +5.9% |
| 3M | +8.1% | +18.7% | -10.6% | +6.9% |
| 6M | +10.5% | +33.1% | -22.6% | +8.4% |
| YTD | +21.2% | +24.3% | -3.1% | +19.3% |
| 1Y | +22.7% | +38.2% | -15.5% | +20.0% |
| 3Y | +44.8% | +21.1% | +23.7% | +41.9% |
| 5Y | +44.7% | +52.8% | -8.1% | +39.3% |
| 10Y | +139.1% | +129.8% | +9.3% | +122.7% |
| All | +569.3% | +13,436.7% | -12,867.4% | +367.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling