+38.4%
ABBV vs RCAT
-56.5%
+94.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.4% | +6.6% | 0.0% |
| 7D | +2.8% | -5.6% | +8.4% | +2.6% |
| 30D | +7.0% | -27.0% | +34.0% | +6.1% |
| 3M | +19.2% | -57.9% | +77.1% | +16.8% |
| 6M | +47.8% | -59.4% | +107.2% | +45.2% |
| YTD | +32.5% | -46.9% | +79.4% | +33.5% |
| 1Y | +38.4% | -54.0% | +92.4% | +39.1% |
| All | +38.4% | -56.5% | +94.9% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 1y: compounded portfolio wealth divided by compounded RCAT 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…
1y analysis · Full analysis span regression · 6 months rolling