-9.1%
ABT vs EMR
+62.6%
-71.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.5% |
| 7D | -3.1% | +3.1% | -6.2% | -3.7% |
| 30D | -2.1% | -3.5% | +1.4% | -1.5% |
| 3M | +17.4% | +9.8% | +7.7% | +14.9% |
| 6M | -2.4% | +10.8% | -13.2% | -4.9% |
| YTD | -14.2% | +15.9% | -30.2% | -17.6% |
| 1Y | -18.3% | +16.4% | -34.8% | -21.8% |
| 3Y | +11.5% | +62.1% | -50.6% | -5.8% |
| All | -9.1% | +62.6% | -71.7% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling