+46.8%
XYZ vs REGN
-4.3%
+51.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.5% |
| 7D | -4.3% | -5.6% | +1.3% | -3.1% |
| 30D | +1.2% | -2.0% | +3.1% | +1.6% |
| 3M | +14.6% | +28.0% | -13.3% | +8.9% |
| 6M | +22.6% | +1.2% | +21.4% | +21.9% |
| YTD | +21.7% | +1.6% | +20.1% | +20.8% |
| 1Y | +6.7% | +38.2% | -31.5% | -1.3% |
| 3Y | +46.8% | -5.4% | +52.2% | +40.0% |
| All | +46.8% | -4.3% | +51.2% | +40.0% |
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 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