+74.2%
REGN vs ABCL
-81.3%
+155.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.8% |
| 7D | +4.2% | +0.7% | +3.5% | +4.2% |
| 30D | +7.8% | +93.1% | -85.3% | +1.2% |
| 3M | +31.8% | +79.4% | -47.6% | +23.9% |
| 6M | +5.4% | +214.9% | -209.5% | -6.3% |
| YTD | +7.7% | +234.2% | -226.6% | -5.3% |
| 1Y | +46.7% | +174.8% | -128.1% | +30.3% |
| 3Y | +0.5% | +104.5% | -104.0% | -11.8% |
| 5Y | +22.9% | -39.0% | +62.0% | +14.8% |
| All | +74.2% | -81.3% | +155.4% | +60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling