+187.2%
ABBV vs EFV
+94.1%
+93.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -2.0% | -2.0% | 0.0% | -1.3% |
| 30D | +2.0% | -0.2% | +2.1% | +2.0% |
| 3M | +14.2% | +9.1% | +5.0% | +10.7% |
| 6M | +14.1% | +11.7% | +2.4% | +9.5% |
| YTD | +14.2% | +17.0% | -2.8% | +7.7% |
| 1Y | +24.2% | +26.7% | -2.5% | +13.8% |
| 3Y | +89.8% | +90.2% | -0.4% | +52.7% |
| 5Y | +187.2% | +96.1% | +91.1% | +125.4% |
| All | +187.2% | +94.1% | +93.1% | +125.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling