+47.6%
XOP vs REGN
+46.5%
+1.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.0% | -1.0% |
| 7D | +2.6% | +4.2% | -1.7% | +3.0% |
| 30D | +15.4% | +7.8% | +7.6% | +16.4% |
| 3M | +12.1% | +31.8% | -19.7% | +16.1% |
| 6M | +19.7% | +5.4% | +14.3% | +21.7% |
| YTD | +52.4% | +7.7% | +44.7% | +54.9% |
| 1Y | +47.6% | +46.7% | +0.9% | +53.0% |
| All | +47.6% | +46.5% | +1.1% | +53.0% |
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