+209.1%
PEP vs ABBV
+1,343.9%
-1,134.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.0% | -1.2% |
| 7D | +2.9% | -1.2% | +4.1% | +3.2% |
| 30D | +14.2% | +8.0% | +6.2% | +12.1% |
| 3M | +3.2% | +20.2% | -17.0% | -1.3% |
| 6M | -7.4% | +44.0% | -51.4% | -15.2% |
| YTD | +1.5% | +31.3% | -29.8% | -5.4% |
| 1Y | +3.9% | +37.0% | -33.1% | -4.2% |
| 3Y | -5.5% | +128.0% | -133.5% | -23.5% |
| 5Y | +0.1% | +196.9% | -196.8% | -24.1% |
| 10Y | +82.1% | +681.2% | -599.2% | +14.7% |
| All | +209.1% | +1,343.9% | -1,134.7% | +71.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling