-44.0%
ACHR vs REGN
+57.8%
-101.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.8% |
| 7D | -2.3% | -5.6% | +3.3% | -0.7% |
| 30D | -11.3% | -2.0% | -9.3% | -10.8% |
| 3M | +5.3% | +28.0% | -22.7% | -2.1% |
| 6M | -13.2% | +1.2% | -14.4% | -13.7% |
| YTD | -25.8% | +1.6% | -27.4% | -26.4% |
| 1Y | -34.3% | +38.2% | -72.5% | -41.3% |
| 3Y | -19.9% | -5.4% | -14.6% | -19.8% |
| 5Y | -42.7% | +21.3% | -63.9% | -47.7% |
| All | -44.0% | +57.8% | -101.8% | -53.3% |
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