+85.2%
ABBV vs EMB
+30.2%
+55.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -2.9% |
| 7D | -4.3% | +0.3% | -4.6% | -4.5% |
| 30D | +1.1% | -0.5% | +1.6% | +1.4% |
| 3M | +12.3% | +0.3% | +12.0% | +12.0% |
| 6M | +9.8% | +1.2% | +8.6% | +8.8% |
| YTD | +11.5% | +1.5% | +10.0% | +10.2% |
| 1Y | +22.3% | +4.8% | +17.5% | +18.3% |
| 3Y | +85.2% | +30.4% | +54.8% | +62.7% |
| All | +85.2% | +30.2% | +55.0% | +62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling