+504.9%
ABBV vs EOG
+121.1%
+383.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +0.3% | +1.5% | -1.2% | 0.0% |
| 30D | +3.4% | +2.9% | +0.4% | +2.9% |
| 3M | +15.2% | +8.7% | +6.5% | +13.7% |
| 6M | +14.7% | +12.9% | +1.8% | +12.3% |
| YTD | +15.2% | +43.8% | -28.6% | +8.7% |
| 1Y | +20.4% | +27.1% | -6.7% | +15.6% |
| 3Y | +91.3% | +25.9% | +65.4% | +82.4% |
| 5Y | +189.6% | +177.9% | +11.6% | +137.9% |
| All | +504.9% | +121.1% | +383.8% | +382.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 10y: compounded portfolio wealth divided by compounded EOG 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…
10y analysis · Full analysis span regression · 6 months rolling