+86.7%
ABBV vs EFV
+88.7%
-2.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.2% |
| 7D | -4.1% | -0.5% | -3.6% | -3.9% |
| 30D | +1.2% | 0.0% | +1.2% | +1.2% |
| 3M | +12.1% | +8.4% | +3.7% | +8.5% |
| 6M | +12.0% | +12.3% | -0.3% | +6.5% |
| YTD | +12.4% | +17.4% | -5.0% | +4.5% |
| 1Y | +22.9% | +27.1% | -4.2% | +10.2% |
| All | +86.7% | +88.7% | -2.0% | +46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling