+93.1%
ACN vs REGN
+105.3%
-12.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.5% | +4.9% | +3.7% |
| 7D | -1.5% | -5.6% | +4.1% | -0.3% |
| 30D | +2.1% | -2.0% | +4.0% | +2.5% |
| 3M | +11.1% | +28.0% | -16.9% | +5.7% |
| 6M | -6.8% | +1.2% | -8.0% | -7.5% |
| YTD | -30.0% | +1.6% | -31.7% | -30.8% |
| 1Y | -23.1% | +38.2% | -61.4% | -29.4% |
| 3Y | -40.4% | -5.4% | -35.0% | -41.4% |
| 5Y | -41.6% | +21.3% | -62.8% | -46.5% |
| All | +93.1% | +105.3% | -12.2% | +53.8% |
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