+187.2%
ABBV vs EME
+540.8%
-353.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.6% |
| 7D | -2.0% | +0.9% | -2.9% | -2.0% |
| 30D | +2.0% | -8.4% | +10.4% | +1.9% |
| 3M | +14.2% | -3.6% | +17.8% | +14.2% |
| 6M | +14.1% | +3.6% | +10.5% | +13.8% |
| YTD | +14.2% | +22.5% | -8.3% | +13.5% |
| 1Y | +24.2% | +18.2% | +6.0% | +23.1% |
| 3Y | +89.8% | +238.4% | -148.6% | +71.0% |
| 5Y | +187.2% | +550.5% | -363.3% | +131.9% |
| All | +187.2% | +540.8% | -353.6% | +131.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling