+836.7%
ABBV vs RNG
+309.1%
+527.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.4% | +1.4% | -2.7% |
| 7D | -4.3% | -0.8% | -3.5% | -4.3% |
| 30D | +1.1% | +11.4% | -10.3% | +0.3% |
| 3M | +12.3% | +72.1% | -59.8% | +7.4% |
| 6M | +9.8% | +67.9% | -58.1% | +4.7% |
| YTD | +11.5% | +144.3% | -132.9% | +2.4% |
| 1Y | +22.3% | +117.5% | -95.3% | +13.1% |
| 3Y | +85.2% | +123.9% | -38.7% | +67.5% |
| 5Y | +170.8% | -70.1% | +240.9% | +190.0% |
| 10Y | +485.4% | +215.9% | +269.6% | +310.5% |
| All | +836.7% | +309.1% | +527.6% | +528.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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