+586.4%
ABBV vs PYPL
+57.7%
+528.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.1% |
| 7D | +1.3% | +0.1% | +1.2% | +1.3% |
| 30D | +4.7% | +5.7% | -1.0% | +3.8% |
| 3M | +18.3% | -1.9% | +20.3% | +18.4% |
| 6M | +43.4% | +31.8% | +11.6% | +36.7% |
| YTD | +33.0% | +2.4% | +30.5% | +30.9% |
| 1Y | +30.8% | -8.2% | +39.1% | +31.0% |
| 3Y | +135.1% | +10.2% | +124.9% | +121.7% |
| 5Y | +201.2% | -71.2% | +272.5% | +259.4% |
| 10Y | +602.7% | +49.6% | +553.1% | +391.7% |
| All | +586.4% | +57.7% | +528.6% | +364.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling