+604.1%
ABBV vs EEM
+121.0%
+483.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +1.3% | +2.7% | -1.4% | +0.4% |
| 30D | +4.7% | -5.4% | +10.1% | +6.4% |
| 3M | +18.3% | -8.6% | +27.0% | +21.2% |
| 6M | +43.4% | -8.9% | +52.3% | +45.7% |
| YTD | +33.0% | +11.9% | +21.1% | +24.4% |
| 1Y | +30.8% | +13.1% | +17.7% | +21.8% |
| 3Y | +135.1% | +70.7% | +64.5% | +84.1% |
| 5Y | +201.2% | +31.8% | +169.5% | +161.8% |
| All | +604.1% | +121.0% | +483.1% | +428.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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