+79.1%
PEP vs ABBV
+498.3%
-419.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.1% | -1.5% |
| 7D | -1.7% | -4.1% | +2.4% | -0.6% |
| 30D | +0.3% | +1.2% | -0.9% | -0.1% |
| 3M | -3.2% | +12.1% | -15.3% | -6.4% |
| 6M | -13.6% | +12.0% | -25.6% | -16.5% |
| YTD | -1.9% | +12.4% | -14.3% | -5.5% |
| 1Y | -0.6% | +22.9% | -23.6% | -6.9% |
| 3Y | -13.6% | +86.8% | -100.3% | -28.9% |
| 5Y | +3.2% | +181.0% | -177.8% | -24.8% |
| 10Y | +79.1% | +497.0% | -417.9% | +21.3% |
| All | +79.1% | +498.3% | -419.2% | +21.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling