-3.5%
BAC vs ABBV
+38.7%
-42.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -1.9% | +0.1% | -1.9% | -1.9% |
| 30D | -7.2% | +5.6% | -12.7% | -7.3% |
| 3M | -20.4% | +18.7% | -39.1% | -20.9% |
| 6M | +1.3% | +47.4% | -46.1% | -0.7% |
| YTD | -6.4% | +33.0% | -39.4% | -8.5% |
| 1Y | -3.5% | +34.9% | -38.4% | -6.1% |
| All | -3.5% | +38.7% | -42.2% | -6.1% |
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