+233.0%
BAC vs ABBV
+597.7%
-364.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -1.9% | +0.1% | -1.9% | -1.9% |
| 30D | -7.2% | +5.6% | -12.7% | -9.0% |
| 3M | -20.4% | +18.7% | -39.1% | -25.2% |
| 6M | +1.3% | +47.4% | -46.1% | -12.2% |
| YTD | -6.4% | +33.0% | -39.4% | -16.4% |
| 1Y | -3.5% | +34.9% | -38.4% | -14.4% |
| 3Y | +96.7% | +135.2% | -38.5% | +35.9% |
| 5Y | +20.6% | +202.1% | -181.5% | -26.7% |
| 10Y | +233.0% | +602.6% | -369.5% | +53.4% |
| All | +233.0% | +597.7% | -364.7% | +53.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling