+22.9%
ABBV vs RCAT
-7.9%
+30.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.5% | +7.4% | +0.7% |
| 7D | -4.1% | -2.3% | -1.8% | -4.2% |
| 30D | +1.2% | -18.7% | +19.9% | +0.9% |
| 3M | +12.1% | -29.3% | +41.4% | +11.9% |
| 6M | +12.0% | -42.3% | +54.3% | +11.6% |
| YTD | +12.4% | +2.5% | +9.9% | +12.9% |
| 1Y | +22.9% | -5.7% | +28.6% | +22.4% |
| All | +22.9% | -7.9% | +30.9% | +22.4% |
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