+574.0%
BAC vs ABBV
+1,163.4%
-589.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.4% | +0.4% |
| 7D | +1.1% | +0.4% | +0.7% | +1.0% |
| 30D | -0.4% | +4.2% | -4.6% | -1.8% |
| 3M | +16.9% | +14.8% | +2.1% | +11.2% |
| 6M | +26.6% | +10.3% | +16.3% | +21.9% |
| YTD | +15.8% | +14.9% | +0.9% | +9.4% |
| 1Y | +27.2% | +24.1% | +3.0% | +16.5% |
| 3Y | +132.4% | +91.9% | +40.5% | +78.8% |
| 5Y | +72.6% | +176.0% | -103.5% | +14.5% |
| 10Y | +389.7% | +502.9% | -113.2% | +145.9% |
| All | +574.0% | +1,163.4% | -589.4% | +197.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling