+181.0%
ABBV vs PYPL
-81.6%
+262.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.0% |
| 7D | -4.1% | -4.3% | +0.2% | -3.9% |
| 30D | +1.2% | -11.5% | +12.6% | +1.8% |
| 3M | +12.1% | +26.1% | -14.0% | +10.6% |
| 6M | +12.0% | +13.7% | -1.7% | +11.1% |
| YTD | +12.4% | -9.8% | +22.3% | +12.5% |
| 1Y | +22.9% | -22.1% | +45.0% | +23.8% |
| 3Y | +86.8% | -13.5% | +100.2% | +85.3% |
| 5Y | +181.0% | -81.6% | +262.6% | +186.7% |
| All | +181.0% | -81.6% | +262.7% | +186.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling