+160.6%
ABBV vs BTDR
+19.6%
+141.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | +0.9% |
| 7D | +0.3% | -3.4% | +3.6% | +0.2% |
| 30D | +3.4% | +32.6% | -29.2% | +3.7% |
| 3M | +15.2% | -32.2% | +47.4% | +15.1% |
| 6M | +14.7% | +52.4% | -37.7% | +15.3% |
| YTD | +15.2% | +6.7% | +8.5% | +15.6% |
| 1Y | +20.4% | -15.2% | +35.6% | +20.7% |
| 3Y | +91.3% | +14.9% | +76.5% | +95.8% |
| 5Y | +189.6% | +20.8% | +168.8% | +199.5% |
| All | +160.6% | +19.6% | +141.0% | +169.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 10y: compounded portfolio wealth divided by compounded BTDR 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…
10y analysis · Full analysis span regression · 6 months rolling