+20.5%
RGEN vs ABCL
+156.0%
-135.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.7% | -3.8% | +1.5% |
| 7D | -1.9% | -3.2% | +1.2% | -1.4% |
| 30D | +3.7% | -7.4% | +11.2% | +5.1% |
| 3M | +8.8% | +81.9% | -73.1% | -6.2% |
| 6M | +38.0% | +135.7% | -97.8% | +8.9% |
| YTD | +5.9% | +247.4% | -241.5% | -25.2% |
| 1Y | +19.7% | +162.3% | -142.6% | -10.0% |
| 3Y | +20.5% | +165.5% | -145.0% | -20.0% |
| All | +20.5% | +156.0% | -135.5% | -20.0% |
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