+33.6%
XLY vs REGN
-4.3%
+37.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.2% |
| 7D | -1.7% | -5.6% | +3.9% | -0.7% |
| 30D | -4.2% | -2.0% | -2.2% | -3.9% |
| 3M | -2.7% | +28.0% | -30.6% | -7.0% |
| 6M | -0.6% | +1.2% | -1.8% | -1.2% |
| YTD | -5.0% | +1.6% | -6.7% | -5.8% |
| 1Y | -4.1% | +38.2% | -42.3% | -10.7% |
| 3Y | +33.6% | -5.4% | +39.0% | +31.2% |
| All | +33.6% | -4.3% | +37.9% | +31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling