+97.5%
REGN vs ACM
+134.0%
-36.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.7% |
| 7D | -5.6% | -4.6% | -1.0% | -4.6% |
| 30D | -2.0% | +4.1% | -6.0% | -3.0% |
| 3M | +28.0% | -8.3% | +36.3% | +29.7% |
| 6M | +1.2% | -30.1% | +31.2% | +8.6% |
| YTD | +1.6% | -32.6% | +34.2% | +9.4% |
| 1Y | +38.2% | -49.6% | +87.8% | +59.1% |
| 3Y | -5.4% | -23.0% | +17.7% | -3.0% |
| 5Y | +21.3% | +2.0% | +19.3% | +15.0% |
| All | +97.5% | +134.0% | -36.5% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling