+214.1%
PEP vs ABBV
+1,356.7%
-1,142.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | +4.6% | +2.8% | +1.9% | +4.0% |
| 30D | +14.0% | +7.0% | +7.0% | +12.2% |
| 3M | +5.4% | +19.2% | -13.9% | +1.0% |
| 6M | -5.1% | +47.8% | -52.9% | -13.7% |
| YTD | +3.1% | +32.5% | -29.4% | -4.0% |
| 1Y | +4.8% | +38.4% | -33.6% | -3.6% |
| 3Y | -4.1% | +134.3% | -138.4% | -22.9% |
| 5Y | +3.0% | +200.6% | -197.7% | -22.2% |
| 10Y | +89.6% | +590.1% | -500.5% | +21.6% |
| All | +214.1% | +1,356.7% | -1,142.6% | +74.1% |
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