+33.4%
REGN vs ACI
+18.9%
+14.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.1% |
| 7D | -5.2% | -5.0% | -0.2% | -4.8% |
| 30D | +0.1% | -2.3% | +2.4% | +0.2% |
| 3M | +31.2% | -23.2% | +54.4% | +33.5% |
| 6M | +3.6% | -29.5% | +33.1% | +6.0% |
| YTD | +5.0% | -28.6% | +33.6% | +7.3% |
| 1Y | +45.9% | -34.0% | +79.9% | +49.8% |
| 3Y | -1.9% | -45.0% | +43.1% | +2.0% |
| 5Y | +26.2% | -44.0% | +70.2% | +29.5% |
| All | +33.4% | +18.9% | +14.5% | +28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling