+201.0%
PEP vs ABBV
+1,163.4%
-962.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | -0.3% |
| 7D | -1.4% | +0.4% | -1.8% | -1.5% |
| 30D | +0.2% | +4.2% | -3.9% | -0.7% |
| 3M | -1.1% | +14.8% | -15.9% | -4.4% |
| 6M | -13.5% | +10.3% | -23.7% | -15.7% |
| YTD | -1.2% | +14.9% | -16.1% | -4.8% |
| 1Y | -1.6% | +24.1% | -25.7% | -7.1% |
| 3Y | -12.5% | +91.9% | -104.5% | -26.2% |
| 5Y | +3.0% | +176.0% | -173.0% | -20.5% |
| 10Y | +73.9% | +502.9% | -429.0% | +15.2% |
| All | +201.0% | +1,163.4% | -962.4% | +72.6% |
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