Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • ADBE vs ABBV✓SelectedUSD · ABBVADBE vs ABBV performance historyLatest closeAs of-3.47%09/08
Stock and ETF performance explorer

ADBE vs ABBV

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+571.0%
ABBV return
+1,125.5%
Excess return
-554.6%
Maximum drawdown
-71.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioABBVExcessAlpha
1D-3.5%-3.0%-0.5%-2.5%
7D-10.1%-4.3%-5.8%-8.8%
30D-3.0%+1.1%-4.1%-3.3%
3M+5.0%+12.3%-7.3%+1.1%
6M-9.3%+9.8%-19.1%-12.3%
YTD-26.5%+11.5%-37.9%-29.5%
1Y-28.3%+22.3%-50.5%-33.6%
3Y-54.1%+85.2%-139.3%-64.0%
5Y-61.2%+170.8%-232.0%-74.1%
10Y+152.5%+485.4%-332.9%+27.4%
All+571.0%+1,125.5%-554.6%+184.8%

Cumulative growth

Daily Returns

Daily percentage return beside ABBV.

Daily Out/Under-Performance

Portfolio return minus ABBV return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × ABBV 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ABBV 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…

1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling