+1,348.4%
ABBV vs RCAT
-99.9%
+1,448.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.4% | +6.6% | +0.2% |
| 7D | +2.8% | -5.6% | +8.4% | +2.8% |
| 30D | +7.0% | -27.0% | +34.0% | +7.0% |
| 3M | +19.2% | -57.9% | +77.1% | +19.4% |
| 6M | +47.8% | -59.4% | +107.2% | +47.9% |
| YTD | +32.5% | -46.9% | +79.4% | +32.5% |
| 1Y | +38.4% | -54.0% | +92.4% | +38.4% |
| 3Y | +134.3% | +378.4% | -244.1% | +133.0% |
| 5Y | +200.6% | +61.9% | +138.7% | +199.2% |
| 10Y | +590.1% | -99.6% | +689.7% | +588.0% |
| All | +1,348.4% | -99.9% | +1,448.3% | +1,410.3% |
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