+2.0%
PEP vs ABBV
+201.4%
-199.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | +1.0% | +1.5% | -0.5% | +0.6% |
| 30D | +12.6% | +6.7% | +5.9% | +10.7% |
| 3M | +3.1% | +19.9% | -16.8% | -1.8% |
| 6M | -6.3% | +47.5% | -53.7% | -15.6% |
| YTD | +1.9% | +32.2% | -30.3% | -5.9% |
| 1Y | +3.3% | +37.8% | -34.6% | -5.9% |
| 3Y | -4.8% | +134.8% | -139.6% | -27.7% |
| 5Y | +2.0% | +203.0% | -201.0% | -36.4% |
| All | +2.0% | +201.4% | -199.3% | -36.4% |
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 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