+70.5%
REGN vs ABCL
-81.2%
+151.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -1.6% | +1.4% | -3.1% | -1.8% |
| 30D | +3.4% | +65.1% | -61.7% | -1.6% |
| 3M | +32.7% | +111.1% | -78.4% | +23.1% |
| 6M | +6.9% | +231.6% | -224.7% | -5.3% |
| YTD | +5.4% | +234.5% | -229.1% | -7.3% |
| 1Y | +45.8% | +174.3% | -128.5% | +29.5% |
| 3Y | -1.5% | +111.5% | -113.0% | -13.8% |
| 5Y | +22.2% | -37.3% | +59.5% | +14.0% |
| All | +70.5% | -81.2% | +151.7% | +57.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling