-5.9%
ABT vs EMR
+25.6%
-31.5%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.4% | +3.2% | +5.3% |
| 7D | +12.5% | +1.6% | +10.9% | +12.3% |
| 30D | +16.1% | +5.0% | +11.1% | +15.5% |
| 3M | +10.2% | +7.7% | +2.5% | +9.2% |
| 6M | +33.7% | +26.8% | +7.0% | +29.0% |
| YTD | -5.5% | +29.9% | -35.4% | -11.0% |
| 1Y | -5.9% | +25.7% | -31.6% | -10.8% |
| All | -5.9% | +25.6% | -31.5% | -10.8% |
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