+134.2%
ABBV vs PYPL
+9.2%
+125.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.3% |
| 7D | +2.8% | +1.0% | +1.8% | +2.7% |
| 30D | +7.0% | +5.9% | +1.1% | +6.6% |
| 3M | +19.2% | -0.2% | +19.5% | +19.1% |
| 6M | +47.8% | +30.3% | +17.4% | +45.1% |
| YTD | +32.5% | +1.6% | +30.9% | +31.5% |
| 1Y | +38.4% | -10.3% | +48.7% | +38.3% |
| All | +134.2% | +9.2% | +125.0% | +132.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 PYPL 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