+40.7%
ABBV vs RGTI
-69.7%
+110.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +3.1% |
| 7D | +3.1% | -9.6% | +12.7% | +2.8% |
| 30D | +11.6% | -26.0% | +37.6% | +10.8% |
| 3M | +21.7% | -35.8% | +57.4% | +20.4% |
| 6M | +43.5% | -36.7% | +80.2% | +42.4% |
| YTD | +32.9% | -49.4% | +82.3% | +30.3% |
| 1Y | +40.7% | -68.1% | +108.8% | +36.4% |
| All | +40.7% | -69.7% | +110.4% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 1y: compounded portfolio wealth divided by compounded RGTI 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…
1y analysis · Full analysis span regression · 6 months rolling