-0.6%
PEP vs ABBV
+23.5%
-24.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.1% | -1.4% |
| 7D | -1.7% | -4.1% | +2.4% | -1.0% |
| 30D | +0.3% | +1.2% | -0.9% | +0.1% |
| 3M | -3.2% | +12.1% | -15.3% | -4.6% |
| 6M | -13.6% | +12.0% | -25.6% | -15.0% |
| YTD | -1.9% | +12.4% | -14.3% | -3.6% |
| 1Y | -0.6% | +22.9% | -23.6% | -5.4% |
| All | -0.6% | +23.5% | -24.1% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling