-7.4%
ABT vs EMR
+87.8%
-95.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -1.3% | +2.8% | -4.1% | -1.8% |
| 30D | +6.0% | +3.7% | +2.4% | +5.3% |
| 3M | -1.9% | +2.0% | -3.9% | -2.4% |
| 6M | +31.2% | +22.1% | +9.1% | +25.6% |
| YTD | -11.2% | +27.2% | -38.5% | -16.4% |
| 1Y | -14.0% | +32.0% | -46.0% | -19.6% |
| 3Y | +20.7% | +103.3% | -82.6% | -5.7% |
| All | -7.4% | +87.8% | -95.1% | -27.6% |
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