+55.0%
XOP vs REGN
+105.3%
-50.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.4% |
| 7D | +2.6% | -5.6% | +8.2% | +3.6% |
| 30D | +9.6% | -2.0% | +11.6% | +9.9% |
| 3M | +20.4% | +28.0% | -7.6% | +15.2% |
| 6M | +19.9% | +1.2% | +18.8% | +19.1% |
| YTD | +56.4% | +1.6% | +54.8% | +54.9% |
| 1Y | +52.4% | +38.2% | +14.2% | +41.5% |
| 3Y | +39.9% | -5.4% | +45.2% | +37.4% |
| 5Y | +163.7% | +21.3% | +142.5% | +143.4% |
| All | +55.0% | +105.3% | -50.3% | +13.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling