+1,106.7%
XLY vs REGN
+10,971.8%
-9,865.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.1% |
| 7D | -1.7% | -5.6% | +3.9% | -1.0% |
| 30D | -4.2% | -2.0% | -2.2% | -4.0% |
| 3M | -2.7% | +28.0% | -30.6% | -5.7% |
| 6M | -0.6% | +1.2% | -1.8% | -1.0% |
| YTD | -5.0% | +1.6% | -6.7% | -5.5% |
| 1Y | -4.1% | +38.2% | -42.3% | -8.4% |
| 3Y | +33.6% | -5.4% | +39.0% | +32.6% |
| 5Y | +28.7% | +21.3% | +7.4% | +23.0% |
| 10Y | +219.6% | +105.2% | +114.4% | +180.9% |
| All | +1,106.7% | +10,971.8% | -9,865.0% | +489.9% |
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