+5,690.8%
REGN vs ACGL
+4,318.9%
+1,372.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -1.5% |
| 7D | -1.6% | -2.9% | +1.3% | -0.9% |
| 30D | +3.4% | -2.8% | +6.2% | +4.2% |
| 3M | +32.7% | +6.8% | +25.9% | +30.3% |
| 6M | +6.9% | -1.5% | +8.5% | +7.2% |
| YTD | +5.4% | -0.2% | +5.6% | +5.1% |
| 1Y | +45.8% | +5.3% | +40.6% | +43.3% |
| 3Y | -1.5% | +30.3% | -31.8% | -9.6% |
| 5Y | +22.2% | +151.8% | -129.6% | -6.8% |
| 10Y | +103.6% | +266.9% | -163.3% | +32.7% |
| All | +5,690.8% | +4,318.9% | +1,372.0% | +2,251.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling