+22.2%
ABBV vs EMR
+15.1%
+7.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.0% | +0.9% |
| 7D | -4.1% | +0.9% | -5.0% | -4.1% |
| 30D | +1.2% | -5.0% | +6.1% | +1.2% |
| 3M | +12.1% | +5.9% | +6.2% | +11.8% |
| 6M | +12.0% | +7.3% | +4.7% | +11.2% |
| YTD | +12.4% | +14.6% | -2.1% | +9.8% |
| All | +22.2% | +15.1% | +7.1% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 1y: compounded portfolio wealth divided by compounded EMR 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…
1y analysis · Full analysis span regression · 6 months rolling