-1.5%
XLY vs REGN
+46.5%
-48.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.5% | -1.1% |
| 7D | -2.0% | +4.2% | -6.2% | -2.5% |
| 30D | -3.1% | +7.8% | -11.0% | -4.1% |
| 3M | -1.8% | +31.8% | -33.6% | -5.1% |
| 6M | -0.9% | +5.4% | -6.3% | -2.3% |
| YTD | -3.4% | +7.7% | -11.0% | -5.0% |
| 1Y | -1.5% | +46.7% | -48.2% | -5.5% |
| All | -1.5% | +46.5% | -48.0% | -5.5% |
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