+1,156.2%
ABBV vs RGEN
+2,518.8%
-1,362.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -1.3% |
| 7D | +0.4% | -4.9% | +5.3% | +1.1% |
| 30D | +4.2% | +5.7% | -1.5% | +3.3% |
| 3M | +14.8% | +32.4% | -17.6% | +9.8% |
| 6M | +10.3% | +33.2% | -22.9% | +4.9% |
| YTD | +14.9% | +2.3% | +12.6% | +13.3% |
| 1Y | +24.1% | +39.0% | -14.9% | +16.7% |
| 3Y | +91.9% | -4.6% | +96.6% | +84.3% |
| 5Y | +176.0% | -42.7% | +218.7% | +175.8% |
| 10Y | +502.9% | +433.6% | +69.4% | +280.2% |
| All | +1,156.2% | +2,518.8% | -1,362.6% | +578.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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