-1.6%
XLY vs REGN
+43.8%
-45.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.0% | -0.9% | -3.5% |
| 7D | +1.2% | +10.3% | -9.0% | -0.2% |
| 30D | +5.3% | +22.2% | -16.9% | +2.2% |
| 3M | -0.6% | +17.6% | -18.2% | -3.0% |
| 6M | +0.1% | +28.9% | -28.9% | -3.9% |
| YTD | -0.9% | +17.4% | -18.3% | -4.2% |
| 1Y | -1.6% | +40.9% | -42.5% | -4.0% |
| All | -1.6% | +43.8% | -45.4% | -4.0% |
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