+1,118.6%
ABBV vs EME
+2,228.8%
-1,110.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.5% | -5.5% | -3.4% |
| 7D | -4.3% | +5.2% | -9.5% | -5.2% |
| 30D | +1.1% | -5.4% | +6.5% | +1.9% |
| 3M | +12.3% | -6.1% | +18.4% | +12.6% |
| 6M | +9.8% | +9.7% | +0.1% | +6.2% |
| YTD | +11.5% | +26.6% | -15.1% | +4.3% |
| 1Y | +22.3% | +24.6% | -2.4% | +13.4% |
| 3Y | +85.2% | +249.6% | -164.4% | +25.3% |
| 5Y | +170.8% | +556.6% | -385.7% | +47.4% |
| 10Y | +485.4% | +1,286.6% | -801.2% | +125.1% |
| All | +1,118.6% | +2,228.8% | -1,110.2% | +308.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling