+72.9%
BAC vs ABBV
+176.6%
-103.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +0.2% |
| 7D | +1.2% | -4.3% | +5.5% | +2.1% |
| 30D | -0.7% | +1.1% | -1.8% | -1.0% |
| 3M | +16.9% | +12.3% | +4.6% | +13.5% |
| 6M | +29.6% | +9.8% | +19.8% | +26.3% |
| YTD | +15.3% | +11.5% | +3.8% | +11.6% |
| 1Y | +28.8% | +22.3% | +6.6% | +21.2% |
| 3Y | +136.4% | +85.2% | +51.2% | +91.7% |
| 5Y | +72.9% | +170.8% | -97.9% | +11.3% |
| All | +72.9% | +176.6% | -103.7% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling