+1,118.6%
ABBV vs EFX
+260.1%
+858.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.1% | +0.1% | -2.3% |
| 7D | -4.3% | -7.8% | +3.5% | -2.7% |
| 30D | +1.1% | -5.7% | +6.8% | +2.3% |
| 3M | +12.3% | +2.5% | +9.8% | +11.3% |
| 6M | +9.8% | -16.7% | +26.5% | +13.3% |
| YTD | +11.5% | -20.2% | +31.6% | +15.4% |
| 1Y | +22.3% | -31.4% | +53.6% | +30.9% |
| 3Y | +85.2% | -10.5% | +95.7% | +82.1% |
| 5Y | +170.8% | -35.2% | +206.0% | +182.5% |
| 10Y | +485.4% | +40.2% | +445.3% | +346.7% |
| All | +1,118.6% | +260.1% | +858.5% | +441.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling