+170.8%
ABBV vs EMB
+7.3%
+163.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | -4.3% | +0.3% | -4.6% | -4.4% |
| 30D | +1.1% | -0.5% | +1.6% | +1.3% |
| 3M | +12.3% | +0.3% | +12.0% | +12.2% |
| 6M | +9.8% | +1.2% | +8.6% | +9.2% |
| YTD | +11.5% | +1.5% | +10.0% | +10.8% |
| 1Y | +22.3% | +4.8% | +17.5% | +20.2% |
| 3Y | +85.2% | +30.4% | +54.8% | +71.1% |
| 5Y | +170.8% | +7.3% | +163.6% | +147.7% |
| All | +170.8% | +7.3% | +163.5% | +147.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling