-7.4%
RGEN vs ABCL
-81.3%
+73.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.9% |
| 7D | -4.9% | +0.7% | -5.6% | -5.1% |
| 30D | +5.7% | +93.1% | -87.4% | -11.9% |
| 3M | +32.4% | +79.4% | -47.0% | +10.7% |
| 6M | +33.2% | +214.9% | -181.7% | -4.7% |
| YTD | +2.3% | +234.2% | -231.9% | -29.0% |
| 1Y | +39.0% | +174.8% | -135.8% | +0.3% |
| 3Y | -4.6% | +104.5% | -109.1% | -32.3% |
| 5Y | -42.7% | -39.0% | -3.7% | -50.6% |
| All | -7.4% | -81.3% | +73.9% | -14.3% |
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 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