+64.4%
REGN vs ABCL
-82.1%
+146.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.1% | -5.6% | -1.8% |
| 7D | -5.6% | -4.7% | -0.9% | -5.2% |
| 30D | -2.0% | +5.2% | -7.1% | -2.6% |
| 3M | +28.0% | +106.6% | -78.7% | +18.9% |
| 6M | +1.2% | +198.4% | -197.2% | -9.6% |
| YTD | +1.6% | +218.4% | -216.8% | -10.2% |
| 1Y | +38.2% | +136.2% | -98.0% | +24.4% |
| 3Y | -5.4% | +103.2% | -108.5% | -16.9% |
| 5Y | +21.3% | -42.7% | +63.9% | +13.7% |
| All | +64.4% | -82.1% | +146.6% | +52.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling