+182.6%
ABBV vs BTI
+114.1%
+68.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.3% | +1.2% |
| 7D | -4.1% | -2.4% | -1.7% | -3.5% |
| 30D | +1.2% | -4.8% | +6.0% | +2.4% |
| 3M | +12.1% | -8.1% | +20.2% | +14.5% |
| 6M | +12.0% | -4.2% | +16.2% | +13.0% |
| YTD | +12.4% | -1.3% | +13.7% | +12.4% |
| 1Y | +22.9% | +2.1% | +20.8% | +21.7% |
| 3Y | +86.8% | +108.9% | -22.2% | +50.2% |
| All | +182.6% | +114.1% | +68.5% | +127.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling