+1,156.2%
ABBV vs RCAT
-99.8%
+1,256.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.5% | -1.4% |
| 7D | +0.4% | -1.4% | +1.8% | +0.4% |
| 30D | +4.2% | -3.3% | +7.5% | +4.2% |
| 3M | +14.8% | -43.2% | +58.0% | +14.9% |
| 6M | +10.3% | -43.2% | +53.4% | +10.3% |
| YTD | +14.9% | +5.5% | +9.3% | +14.8% |
| 1Y | +24.1% | -1.6% | +25.8% | +24.0% |
| 3Y | +91.9% | +773.7% | -681.8% | +90.7% |
| 5Y | +176.0% | +187.6% | -11.6% | +174.5% |
| 10Y | +502.9% | -98.5% | +601.4% | +501.4% |
| All | +1,156.2% | -99.8% | +1,256.0% | +1,208.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling