+201.6%
ABBV vs RCAT
+41.8%
+159.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.2% |
| 7D | +1.3% | -5.9% | +7.2% | +1.3% |
| 30D | +4.7% | -19.7% | +24.4% | +4.8% |
| 3M | +18.3% | -62.9% | +81.2% | +18.9% |
| 6M | +43.4% | -59.6% | +103.0% | +43.8% |
| YTD | +33.0% | -52.1% | +85.1% | +32.7% |
| 1Y | +30.8% | -50.9% | +81.7% | +30.4% |
| 3Y | +135.1% | +333.8% | -198.7% | +127.4% |
| All | +201.6% | +41.8% | +159.8% | +192.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling