+1,118.6%
ABBV vs EFA
+179.6%
+938.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.7% |
| 7D | -4.3% | +1.2% | -5.5% | -5.0% |
| 30D | +1.1% | -0.7% | +1.8% | +1.5% |
| 3M | +12.3% | +6.4% | +5.9% | +8.0% |
| 6M | +9.8% | +11.4% | -1.6% | +2.4% |
| YTD | +11.5% | +14.0% | -2.5% | +2.3% |
| 1Y | +22.3% | +20.2% | +2.1% | +8.6% |
| 3Y | +85.2% | +68.2% | +17.0% | +32.6% |
| 5Y | +170.8% | +54.8% | +116.0% | +101.8% |
| 10Y | +485.4% | +142.4% | +343.0% | +210.7% |
| All | +1,118.6% | +179.6% | +938.9% | +493.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling