-14.7%
ABT vs EMR
+29.8%
-44.5%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -5.6% | +2.7% | -8.2% | -5.9% |
| 30D | +5.2% | +2.1% | +3.1% | +4.9% |
| 3M | -2.7% | +2.3% | -5.0% | -3.0% |
| 6M | +28.8% | +22.5% | +6.3% | +25.2% |
| YTD | -12.3% | +27.2% | -39.5% | -17.4% |
| 1Y | -14.7% | +28.0% | -42.7% | -20.4% |
| All | -14.7% | +29.8% | -44.5% | -20.4% |
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