+23.4%
REGN vs AJG
+74.4%
-51.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.2% |
| 7D | -5.6% | -8.3% | +2.7% | -3.8% |
| 30D | -2.0% | -5.7% | +3.7% | -0.8% |
| 3M | +28.0% | +9.1% | +18.9% | +25.2% |
| 6M | +1.2% | +15.2% | -14.1% | -2.4% |
| YTD | +1.6% | -6.3% | +7.9% | +2.9% |
| 1Y | +38.2% | -19.1% | +57.4% | +45.8% |
| 3Y | -5.4% | +8.2% | -13.6% | -12.8% |
| All | +23.4% | +74.4% | -51.0% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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