+23.4%
REGN vs ACI
-39.5%
+62.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.2% | -4.7% | -1.8% |
| 7D | -5.6% | -3.7% | -1.8% | -5.3% |
| 30D | -2.0% | +0.6% | -2.5% | -2.0% |
| 3M | +28.0% | -20.3% | +48.3% | +30.1% |
| 6M | +1.2% | -24.7% | +25.8% | +3.3% |
| YTD | +1.6% | -27.2% | +28.9% | +4.0% |
| 1Y | +38.2% | -32.7% | +71.0% | +42.5% |
| 3Y | -5.4% | -43.9% | +38.5% | -1.0% |
| All | +23.4% | -39.5% | +62.9% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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