+89.8%
ABBV vs BTI
+108.0%
-18.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.7% | +1.4% |
| 7D | -2.0% | -2.0% | 0.0% | -1.5% |
| 30D | +2.0% | -3.4% | +5.4% | +2.8% |
| 3M | +14.2% | -9.0% | +23.2% | +16.7% |
| 6M | +14.1% | -5.0% | +19.1% | +15.4% |
| YTD | +14.2% | -0.3% | +14.6% | +14.2% |
| 1Y | +24.2% | +3.1% | +21.1% | +23.1% |
| All | +89.8% | +108.0% | -18.2% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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