+1,351.1%
ABBV vs EMR
+345.8%
+1,005.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +2.2% | +2.7% | -0.5% | +1.4% |
| 30D | +8.0% | +2.1% | +5.9% | +7.2% |
| 3M | +19.1% | +2.3% | +16.8% | +18.0% |
| 6M | +43.5% | +22.5% | +21.0% | +34.3% |
| YTD | +32.7% | +27.2% | +5.5% | +21.2% |
| 1Y | +30.0% | +28.0% | +2.0% | +18.4% |
| 3Y | +134.7% | +103.4% | +31.3% | +78.2% |
| 5Y | +200.6% | +88.2% | +112.5% | +129.7% |
| 10Y | +601.3% | +281.7% | +319.6% | +284.0% |
| All | +1,351.1% | +345.8% | +1,005.3% | +658.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling