+49.0%
REGN vs ABCL
+138.2%
-89.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.8% | -5.2% | -4.4% |
| 7D | +14.4% | -10.0% | +24.4% | +15.0% |
| 30D | +28.1% | -10.9% | +39.0% | +28.7% |
| 3M | +22.5% | +101.6% | -79.1% | +15.2% |
| 6M | +31.6% | +167.5% | -136.0% | +20.0% |
| YTD | +21.0% | +259.1% | -238.0% | +8.4% |
| 1Y | +49.0% | +152.2% | -103.2% | +31.9% |
| All | +49.0% | +138.2% | -89.3% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling