+44.2%
XLU vs REGN
+21.2%
+23.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.2% |
| 7D | -1.6% | -5.6% | +4.0% | -1.1% |
| 30D | -3.3% | -2.0% | -1.4% | -3.2% |
| 3M | -3.2% | +28.0% | -31.1% | -5.7% |
| 6M | -7.0% | +1.2% | -8.1% | -7.4% |
| YTD | +0.6% | +1.6% | -1.0% | +0.1% |
| 1Y | +2.4% | +38.2% | -35.8% | -1.5% |
| 3Y | +46.3% | -5.4% | +51.6% | +45.7% |
| All | +44.2% | +21.2% | +23.1% | +33.8% |
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