-3.9%
REGN vs ACGL
+30.5%
-34.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -6.0% | -3.6% | -2.3% | -5.1% |
| 30D | -0.4% | -2.1% | +1.7% | +0.1% |
| 3M | +32.0% | +5.4% | +26.6% | +30.2% |
| 6M | +3.0% | 0.0% | +3.0% | +2.8% |
| YTD | +3.2% | +0.3% | +2.9% | +2.7% |
| 1Y | +43.4% | +6.2% | +37.3% | +41.1% |
| All | -3.9% | +30.5% | -34.4% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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