+96.6%
BAC vs ABBV
+135.2%
-38.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -7.8% |
| 3M | -20.4% | +18.7% | -39.1% | -22.3% |
| 6M | +1.3% | +47.4% | -46.1% | -4.6% |
| YTD | -6.4% | +33.0% | -39.4% | -10.7% |
| 1Y | -3.5% | +34.9% | -38.4% | -8.2% |
| All | +96.6% | +135.2% | -38.6% | +73.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling