+889.2%
XLV vs REGN
+10,971.8%
-10,082.6%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | 0.0% |
| 7D | -3.6% | -5.6% | +2.0% | -2.9% |
| 30D | -1.8% | -2.0% | +0.1% | -1.6% |
| 3M | +7.8% | +28.0% | -20.2% | +4.6% |
| 6M | +9.1% | +1.2% | +8.0% | +8.8% |
| YTD | +7.7% | +1.6% | +6.1% | +7.3% |
| 1Y | +20.4% | +38.2% | -17.8% | +15.3% |
| 3Y | +30.8% | -5.4% | +36.1% | +30.0% |
| 5Y | +34.6% | +21.3% | +13.4% | +29.3% |
| 10Y | +173.4% | +105.2% | +68.2% | +143.6% |
| All | +889.2% | +10,971.8% | -10,082.6% | +420.8% |
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 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