+170.8%
ABBV vs RCAT
+192.8%
-21.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.9% | -6.9% | -3.0% |
| 7D | -4.3% | +5.4% | -9.7% | -4.3% |
| 30D | +1.1% | -5.6% | +6.7% | +1.1% |
| 3M | +12.3% | -30.2% | +42.5% | +12.6% |
| 6M | +9.8% | -43.4% | +53.2% | +10.0% |
| YTD | +11.5% | +9.6% | +1.8% | +10.8% |
| 1Y | +22.3% | -2.0% | +24.2% | +21.3% |
| 3Y | +85.2% | +825.0% | -739.8% | +78.0% |
| 5Y | +170.8% | +199.8% | -29.0% | +161.7% |
| All | +170.8% | +192.8% | -21.9% | +161.7% |
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