+1,156.2%
ABBV vs EMR
+306.7%
+849.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.2% | -1.9% |
| 7D | +0.4% | -1.5% | +1.9% | +0.8% |
| 30D | +4.2% | -5.6% | +9.8% | +5.8% |
| 3M | +14.8% | +7.9% | +6.9% | +11.7% |
| 6M | +10.3% | +6.0% | +4.2% | +7.3% |
| YTD | +14.9% | +16.4% | -1.6% | +7.8% |
| 1Y | +24.1% | +16.6% | +7.5% | +16.1% |
| 3Y | +91.9% | +62.9% | +29.1% | +56.5% |
| 5Y | +176.0% | +60.1% | +115.9% | +122.4% |
| 10Y | +502.9% | +268.7% | +234.2% | +231.0% |
| All | +1,156.2% | +306.7% | +849.5% | +575.5% |
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