+504.9%
ABBV vs EFX
+42.6%
+462.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.3% | +0.7% |
| 7D | +0.3% | -4.5% | +4.8% | +1.0% |
| 30D | +3.4% | -6.1% | +9.4% | +4.4% |
| 3M | +15.2% | +6.2% | +9.0% | +13.8% |
| 6M | +14.7% | -11.2% | +25.9% | +16.4% |
| YTD | +15.2% | -21.4% | +36.6% | +18.7% |
| 1Y | +20.4% | -34.3% | +54.7% | +28.0% |
| 3Y | +91.3% | -12.5% | +103.9% | +90.5% |
| 5Y | +189.6% | -35.6% | +225.1% | +200.5% |
| All | +504.9% | +42.6% | +462.3% | +397.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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