+187.2%
ABBV vs EFA
+51.0%
+136.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.5% | +1.9% |
| 7D | -2.0% | -2.4% | +0.4% | -1.3% |
| 30D | +2.0% | -2.2% | +4.2% | +2.6% |
| 3M | +14.2% | +5.7% | +8.5% | +12.1% |
| 6M | +14.1% | +8.2% | +5.9% | +10.9% |
| YTD | +14.2% | +11.8% | +2.5% | +9.7% |
| 1Y | +24.2% | +18.3% | +5.9% | +17.1% |
| 3Y | +89.8% | +64.9% | +24.9% | +62.2% |
| 5Y | +187.2% | +52.4% | +134.8% | +150.0% |
| All | +187.2% | +51.0% | +136.2% | +150.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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