+3.9%
PEP vs ABBV
+176.6%
-172.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +1.4% |
| 7D | +0.1% | -4.3% | +4.4% | +1.3% |
| 30D | +0.7% | +1.1% | -0.5% | +0.3% |
| 3M | -0.5% | +12.3% | -12.9% | -3.7% |
| 6M | -11.3% | +9.8% | -21.1% | -13.7% |
| YTD | -0.6% | +11.5% | -12.1% | -3.9% |
| 1Y | +1.7% | +22.3% | -20.6% | -4.6% |
| 3Y | -12.5% | +85.2% | -97.6% | -28.8% |
| 5Y | +3.9% | +170.8% | -166.9% | -27.7% |
| All | +3.9% | +176.6% | -172.7% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling