+497.0%
ABBV vs EMB
+29.7%
+467.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -4.1% | 0.0% | -4.2% | -4.1% |
| 30D | +1.2% | -0.3% | +1.5% | +1.4% |
| 3M | +12.1% | -0.3% | +12.4% | +12.2% |
| 6M | +12.0% | +0.7% | +11.3% | +11.4% |
| YTD | +12.4% | +1.3% | +11.1% | +11.4% |
| 1Y | +22.9% | +4.7% | +18.3% | +19.5% |
| 3Y | +86.8% | +30.1% | +56.7% | +59.5% |
| 5Y | +181.0% | +6.9% | +174.2% | +177.1% |
| 10Y | +497.0% | +30.7% | +466.2% | +415.7% |
| All | +497.0% | +29.7% | +467.3% | +415.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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