+1,118.6%
ABBV vs EOG
+233.6%
+884.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.0% |
| 7D | -4.3% | -2.0% | -2.3% | -4.0% |
| 30D | +1.1% | +7.9% | -6.8% | -0.1% |
| 3M | +12.3% | +4.5% | +7.8% | +11.4% |
| 6M | +9.8% | +12.3% | -2.5% | +7.4% |
| YTD | +11.5% | +41.9% | -30.4% | +5.0% |
| 1Y | +22.3% | +27.8% | -5.6% | +16.9% |
| 3Y | +85.2% | +21.8% | +63.4% | +76.8% |
| 5Y | +170.8% | +174.0% | -3.2% | +120.2% |
| 10Y | +485.4% | +110.4% | +375.1% | +357.1% |
| All | +1,118.6% | +233.6% | +884.9% | +734.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling