-11.3%
ABT vs REGN
+21.2%
-32.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.1% |
| 7D | -5.9% | -5.6% | -0.3% | -4.8% |
| 30D | -8.1% | -2.0% | -6.1% | -7.7% |
| 3M | +14.5% | +28.0% | -13.4% | +9.0% |
| 6M | -6.3% | +1.2% | -7.4% | -6.9% |
| YTD | -17.1% | +1.6% | -18.8% | -17.8% |
| 1Y | -21.4% | +38.2% | -59.6% | -27.2% |
| 3Y | +5.9% | -5.4% | +11.3% | +5.5% |
| All | -11.3% | +21.2% | -32.4% | -20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling