+2,984.6%
REGN vs ACM
+218.1%
+2,766.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.7% | +0.7% |
| 7D | -5.2% | -3.7% | -1.5% | -4.0% |
| 30D | +0.1% | -12.7% | +12.7% | +4.1% |
| 3M | +31.2% | -9.8% | +41.0% | +34.6% |
| 6M | +3.6% | -31.4% | +35.0% | +15.8% |
| YTD | +5.0% | -32.1% | +37.1% | +16.7% |
| 1Y | +45.9% | -47.8% | +93.7% | +76.5% |
| 3Y | -1.9% | -22.1% | +20.2% | +1.6% |
| 5Y | +26.2% | +1.8% | +24.4% | +16.6% |
| 10Y | +112.1% | +132.5% | -20.5% | +28.7% |
| All | +2,984.6% | +218.1% | +2,766.6% | +1,347.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling