+197.1%
ABT vs RGEN
+415.7%
-218.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.4% |
| 7D | -5.9% | -1.4% | -4.4% | -5.6% |
| 30D | -8.1% | -0.3% | -7.8% | -8.1% |
| 3M | +14.5% | +23.9% | -9.4% | +9.5% |
| 6M | -6.3% | +38.5% | -44.8% | -12.7% |
| YTD | -17.1% | +0.8% | -17.9% | -18.2% |
| 1Y | -21.4% | +38.2% | -59.6% | -27.4% |
| 3Y | +5.9% | +1.3% | +4.6% | -1.7% |
| 5Y | -12.8% | -44.0% | +31.3% | -11.1% |
| All | +197.1% | +415.7% | -218.6% | +67.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling