+106.0%
REGN vs ALC
+20.4%
+85.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | -5.2% | -5.3% | +0.1% | -3.7% |
| 30D | +0.1% | -7.1% | +7.1% | +2.1% |
| 3M | +31.2% | +0.8% | +30.4% | +30.8% |
| 6M | +3.6% | -16.0% | +19.6% | +8.3% |
| YTD | +5.0% | -12.7% | +17.8% | +8.4% |
| 1Y | +45.9% | -12.8% | +58.7% | +50.4% |
| 3Y | -1.9% | -15.8% | +14.0% | +0.9% |
| 5Y | +26.2% | -16.7% | +42.8% | +28.4% |
| All | +106.0% | +20.4% | +85.6% | +82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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