+6,616.3%
ABT vs RGEN
+1,565.2%
+5,051.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.7% | -1.7% |
| 7D | -5.6% | -1.2% | -4.4% | -5.6% |
| 30D | +5.2% | -5.1% | +10.2% | +5.3% |
| 3M | -2.7% | +0.5% | -3.2% | -2.8% |
| 6M | +28.8% | +46.6% | -17.7% | +26.7% |
| YTD | -12.3% | +1.6% | -13.9% | -12.6% |
| 1Y | -14.7% | +5.4% | -20.1% | -15.1% |
| 3Y | +21.6% | +12.8% | +8.7% | +19.6% |
| 5Y | -7.8% | -35.6% | +27.8% | -8.2% |
| 10Y | +222.5% | +415.7% | -193.2% | +201.4% |
| All | +6,616.3% | +1,565.2% | +5,051.1% | +5,252.0% |
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