+21.1%
REGN vs ABCL
+185.8%
-164.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.6% | +0.5% |
| 7D | +5.7% | -3.3% | +8.9% | +5.9% |
| 30D | +22.8% | -7.1% | +29.9% | +23.0% |
| 3M | +18.7% | +4.7% | +13.9% | +17.3% |
| 6M | +33.1% | +140.9% | -107.8% | +21.0% |
| YTD | +24.3% | +236.0% | -211.7% | +9.1% |
| 1Y | +38.2% | +217.4% | -179.2% | +21.8% |
| 3Y | +21.1% | +188.7% | -167.6% | +3.3% |
| All | +21.1% | +185.8% | -164.8% | +3.3% |
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 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