-9.4%
ABT vs RGEN
-44.3%
+34.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | 0.0% |
| 7D | -4.7% | -4.6% | -0.2% | -4.2% |
| 30D | -3.1% | +1.2% | -4.3% | -3.3% |
| 3M | +16.1% | +26.8% | -10.7% | +12.3% |
| 6M | -5.3% | +29.1% | -34.4% | -8.9% |
| YTD | -14.4% | +0.7% | -15.2% | -15.3% |
| 1Y | -18.4% | +39.1% | -57.5% | -22.6% |
| 3Y | +11.2% | +2.2% | +9.0% | +6.1% |
| 5Y | -9.4% | -44.0% | +34.6% | -9.3% |
| All | -9.4% | -44.3% | +34.9% | -9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling