+533.2%
XYZ vs REGN
+42.3%
+490.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.1% | 0.0% |
| 7D | -1.0% | +4.2% | -5.2% | -2.5% |
| 30D | -1.7% | +7.8% | -9.5% | -4.5% |
| 3M | +16.7% | +31.8% | -15.1% | +4.9% |
| 6M | +26.9% | +5.4% | +21.5% | +23.4% |
| YTD | +27.1% | +7.7% | +19.5% | +22.4% |
| 1Y | +9.3% | +46.7% | -37.4% | -7.7% |
| 3Y | +42.3% | +0.5% | +41.8% | +35.6% |
| 5Y | -69.3% | +22.9% | -92.3% | -73.7% |
| 10Y | +586.8% | +115.0% | +471.8% | +367.2% |
| All | +533.2% | +42.3% | +490.9% | +402.4% |
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