-2.2%
REGN vs ABCL
+103.9%
-106.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | 0.0% |
| 7D | -5.2% | -2.7% | -2.5% | -5.0% |
| 30D | +0.1% | +18.3% | -18.2% | -1.5% |
| 3M | +31.2% | +108.5% | -77.3% | +22.2% |
| 6M | +3.6% | +213.9% | -210.3% | -7.5% |
| YTD | +5.0% | +223.1% | -218.1% | -6.9% |
| 1Y | +45.9% | +160.6% | -114.7% | +30.5% |
| All | -2.2% | +103.9% | -106.1% | -18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling