+91.3%
ABBV vs REGN
-4.3%
+95.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.2% |
| 7D | +0.3% | -5.6% | +5.8% | +1.9% |
| 30D | +3.4% | -2.0% | +5.3% | +3.9% |
| 3M | +15.2% | +28.0% | -12.7% | +7.4% |
| 6M | +14.7% | +1.2% | +13.5% | +13.7% |
| YTD | +15.2% | +1.6% | +13.6% | +14.0% |
| 1Y | +20.4% | +38.2% | -17.9% | +8.9% |
| 3Y | +91.3% | -5.4% | +96.7% | +78.3% |
| All | +91.3% | -4.3% | +95.7% | +78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 3y: compounded portfolio wealth divided by compounded REGN 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…
3y analysis · Full analysis span regression · 6 months rolling