+40.7%
ABBV vs BTSG
+111.7%
-71.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.1% | +3.1% |
| 7D | +3.1% | +17.4% | -14.3% | +3.2% |
| 30D | +11.6% | +12.6% | -1.0% | +11.7% |
| 3M | +21.7% | +11.2% | +10.5% | +21.8% |
| 6M | +43.5% | +30.4% | +13.2% | +45.3% |
| YTD | +32.9% | +86.4% | -53.5% | +34.0% |
| 1Y | +40.7% | +117.9% | -77.3% | +40.1% |
| All | +40.7% | +111.7% | -71.1% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling