+230.2%
ABT vs RGEN
+411.3%
-181.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.7% | -1.2% |
| 7D | -5.6% | -1.2% | -4.4% | -5.4% |
| 30D | +5.2% | -5.1% | +10.2% | +5.9% |
| 3M | -2.7% | +0.5% | -3.2% | -3.4% |
| 6M | +28.8% | +46.6% | -17.7% | +18.6% |
| YTD | -12.3% | +1.6% | -13.9% | -14.0% |
| 1Y | -14.7% | +5.4% | -20.1% | -17.0% |
| 3Y | +21.6% | +12.8% | +8.7% | +10.4% |
| 5Y | -7.8% | -35.6% | +27.8% | -9.5% |
| All | +230.2% | +411.3% | -181.1% | +84.5% |
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