+504.9%
ABBV vs EME
+1,362.1%
-857.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.5% | +0.2% |
| 7D | +0.3% | +3.5% | -3.3% | -0.3% |
| 30D | +3.4% | -6.3% | +9.7% | +4.2% |
| 3M | +15.2% | -3.8% | +19.0% | +15.1% |
| 6M | +14.7% | +8.5% | +6.2% | +11.9% |
| YTD | +15.2% | +27.8% | -12.6% | +9.0% |
| 1Y | +20.4% | +22.2% | -1.8% | +13.7% |
| 3Y | +91.3% | +253.5% | -162.1% | +36.8% |
| 5Y | +189.6% | +578.6% | -389.1% | +69.4% |
| All | +504.9% | +1,362.1% | -857.2% | +161.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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