+3,518.5%
XOM vs REGN
+3,485.7%
+32.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +1.9% | +0.5% |
| 7D | +4.1% | -5.6% | +9.7% | +4.4% |
| 30D | +4.6% | -2.0% | +6.5% | +4.7% |
| 3M | +14.0% | +28.0% | -14.0% | +12.4% |
| 6M | +11.0% | +1.2% | +9.8% | +10.7% |
| YTD | +40.7% | +1.6% | +39.1% | +40.2% |
| 1Y | +52.3% | +38.2% | +14.1% | +49.1% |
| 3Y | +60.5% | -5.4% | +65.8% | +59.7% |
| 5Y | +266.4% | +21.3% | +245.1% | +258.4% |
| 10Y | +194.4% | +105.2% | +89.2% | +177.2% |
| All | +3,518.5% | +3,485.7% | +32.8% | +2,674.7% |
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