+1,156.2%
ABBV vs EMB
+46.9%
+1,109.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.5% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | +4.2% | -0.3% | +4.5% | +4.4% |
| 3M | +14.8% | -0.4% | +15.2% | +15.1% |
| 6M | +10.3% | +0.1% | +10.1% | +10.1% |
| YTD | +14.9% | +1.6% | +13.3% | +13.7% |
| 1Y | +24.1% | +5.6% | +18.5% | +19.9% |
| 3Y | +91.9% | +29.8% | +62.1% | +63.3% |
| 5Y | +176.0% | +7.3% | +168.8% | +168.7% |
| 10Y | +502.9% | +30.4% | +472.5% | +410.5% |
| All | +1,156.2% | +46.9% | +1,109.3% | +968.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling