+504.9%
ABBV vs EFV
+169.9%
+335.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.3% |
| 7D | +0.3% | -0.8% | +1.1% | +0.7% |
| 30D | +3.4% | +0.6% | +2.7% | +3.0% |
| 3M | +15.2% | +7.5% | +7.7% | +10.8% |
| 6M | +14.7% | +13.0% | +1.7% | +7.1% |
| YTD | +15.2% | +18.3% | -3.1% | +4.7% |
| 1Y | +20.4% | +26.7% | -6.4% | +5.5% |
| 3Y | +91.3% | +89.6% | +1.8% | +33.9% |
| 5Y | +189.6% | +98.2% | +91.4% | +94.6% |
| All | +504.9% | +169.9% | +335.0% | +248.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling