+181.5%
ABBV vs BITO
-8.3%
+189.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +0.3% | -3.4% | +3.7% | +0.3% |
| 30D | +3.4% | +21.4% | -18.1% | +3.4% |
| 3M | +15.2% | +20.5% | -5.3% | +15.2% |
| 6M | +14.7% | +7.4% | +7.3% | +14.7% |
| YTD | +15.2% | -13.9% | +29.1% | +15.2% |
| 1Y | +20.4% | -35.1% | +55.4% | +20.4% |
| 3Y | +91.3% | +156.8% | -65.5% | +86.0% |
| All | +181.5% | -8.3% | +189.9% | +183.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 5y: compounded portfolio wealth divided by compounded BITO 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…
5y analysis · Full analysis span regression · 6 months rolling