+1,156.2%
ABBV vs EFV
+187.2%
+969.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +0.4% | +1.5% | -1.1% | -0.4% |
| 30D | +4.2% | +1.7% | +2.4% | +3.2% |
| 3M | +14.8% | +8.6% | +6.2% | +9.5% |
| 6M | +10.3% | +11.7% | -1.4% | +3.3% |
| YTD | +14.9% | +19.3% | -4.4% | +3.5% |
| 1Y | +24.1% | +30.2% | -6.1% | +6.5% |
| 3Y | +91.9% | +91.6% | +0.4% | +31.3% |
| 5Y | +176.0% | +96.4% | +79.7% | +83.2% |
| 10Y | +502.9% | +166.5% | +336.5% | +226.2% |
| All | +1,156.2% | +187.2% | +969.0% | +563.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling