+1,118.6%
ABBV vs BTG
+84.5%
+1,034.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | -0.1% | -3.0% |
| 7D | -4.3% | +4.8% | -9.1% | -4.3% |
| 30D | +1.1% | +8.3% | -7.2% | +1.1% |
| 3M | +12.3% | +32.3% | -20.0% | +12.2% |
| 6M | +9.8% | +3.0% | +6.8% | +9.7% |
| YTD | +11.5% | +21.9% | -10.5% | +11.3% |
| 1Y | +22.3% | +28.2% | -5.9% | +22.1% |
| 3Y | +85.2% | +99.9% | -14.7% | +84.9% |
| 5Y | +170.8% | +73.6% | +97.3% | +170.5% |
| 10Y | +485.4% | +136.5% | +348.9% | +494.3% |
| All | +1,118.6% | +84.5% | +1,034.0% | +1,164.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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