+6,642.4%
ABT vs RGEN
+1,576.0%
+5,066.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.4% |
| 7D | -3.7% | -4.9% | +1.2% | -3.5% |
| 30D | +2.5% | +5.7% | -3.2% | +2.2% |
| 3M | +20.2% | +32.4% | -12.3% | +18.8% |
| 6M | -2.9% | +33.2% | -36.1% | -4.2% |
| YTD | -11.9% | +2.3% | -14.2% | -12.2% |
| 1Y | -16.5% | +39.0% | -55.5% | -17.8% |
| 3Y | +12.1% | -4.6% | +16.7% | +10.9% |
| 5Y | -7.4% | -42.7% | +35.3% | -7.4% |
| 10Y | +210.7% | +433.6% | -222.9% | +190.3% |
| All | +6,642.4% | +1,576.0% | +5,066.4% | +5,275.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling