+25.3%
REGN vs ACGL
+154.0%
-128.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.4% |
| 7D | -5.2% | -2.1% | -3.1% | -4.7% |
| 30D | +0.1% | -2.2% | +2.2% | +0.6% |
| 3M | +31.2% | +6.3% | +24.9% | +29.0% |
| 6M | +3.6% | +0.5% | +3.1% | +3.3% |
| YTD | +5.0% | +0.2% | +4.8% | +4.6% |
| 1Y | +45.9% | +7.3% | +38.6% | +42.9% |
| 3Y | -1.9% | +30.8% | -32.7% | -9.4% |
| All | +25.3% | +154.0% | -128.7% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling