+187.2%
ABBV vs EFX
-37.1%
+224.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.7% | +1.6% |
| 7D | -2.0% | -11.1% | +9.1% | -0.7% |
| 30D | +2.0% | -7.4% | +9.3% | +2.8% |
| 3M | +14.2% | +1.5% | +12.7% | +13.8% |
| 6M | +14.1% | -13.7% | +27.8% | +15.5% |
| YTD | +14.2% | -21.9% | +36.1% | +16.7% |
| 1Y | +24.2% | -30.8% | +55.0% | +28.8% |
| 3Y | +89.8% | -12.4% | +102.2% | +92.4% |
| 5Y | +187.2% | -35.9% | +223.1% | +193.7% |
| All | +187.2% | -37.1% | +224.3% | +193.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling