+1,149.0%
ABBV vs REGN
+353.9%
+795.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.1% |
| 7D | -2.0% | -6.0% | +4.0% | -0.3% |
| 30D | +2.0% | -0.4% | +2.3% | +2.1% |
| 3M | +14.2% | +32.0% | -17.8% | +5.6% |
| 6M | +14.1% | +3.0% | +11.0% | +12.6% |
| YTD | +14.2% | +3.2% | +11.1% | +12.6% |
| 1Y | +24.2% | +43.4% | -19.2% | +11.2% |
| 3Y | +89.8% | -3.6% | +93.4% | +86.1% |
| 5Y | +187.2% | +23.1% | +164.1% | +158.2% |
| 10Y | +506.7% | +108.3% | +398.4% | +344.8% |
| All | +1,149.0% | +353.9% | +795.1% | +744.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling