+27.3%
BAC vs ABBV
+23.5%
+3.8%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | +0.4% |
| 7D | +0.6% | -4.1% | +4.8% | +0.8% |
| 30D | -1.4% | +1.2% | -2.5% | -1.4% |
| 3M | +15.7% | +12.1% | +3.6% | +14.9% |
| 6M | +32.2% | +12.0% | +20.2% | +30.5% |
| YTD | +15.8% | +12.4% | +3.4% | +14.5% |
| 1Y | +27.3% | +22.9% | +4.3% | +26.4% |
| All | +27.3% | +23.5% | +3.8% | +26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling