-16.5%
ABT vs EMR
+19.4%
-36.0%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.2% | -0.6% |
| 7D | -3.7% | -1.5% | -2.2% | -3.5% |
| 30D | +2.5% | -5.6% | +8.1% | +3.0% |
| 3M | +20.2% | +7.9% | +12.2% | +18.7% |
| 6M | -2.9% | +6.0% | -9.0% | -4.3% |
| YTD | -11.9% | +16.4% | -28.4% | -14.6% |
| 1Y | -16.5% | +16.6% | -33.2% | -19.5% |
| All | -16.5% | +19.4% | -36.0% | -19.5% |
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 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