+1,354.0%
ABBV vs EFV
+179.4%
+1,174.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | +1.3% | +2.5% | -1.3% | -0.1% |
| 30D | +4.7% | +2.9% | +1.8% | +3.1% |
| 3M | +18.3% | -1.4% | +19.8% | +19.2% |
| 6M | +43.4% | +5.5% | +37.9% | +38.8% |
| YTD | +33.0% | +16.1% | +16.9% | +21.5% |
| 1Y | +30.8% | +20.3% | +10.5% | +17.2% |
| 3Y | +135.1% | +90.4% | +44.7% | +61.3% |
| 5Y | +201.2% | +93.5% | +107.8% | +101.3% |
| 10Y | +602.7% | +161.5% | +441.2% | +283.6% |
| All | +1,354.0% | +179.4% | +1,174.5% | +678.2% |
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