+1,354.0%
ABBV vs EOG
+265.8%
+1,088.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.1% |
| 7D | +1.3% | +7.6% | -6.3% | +0.1% |
| 30D | +4.7% | +3.4% | +1.3% | +4.1% |
| 3M | +18.3% | +12.7% | +5.6% | +16.0% |
| 6M | +43.4% | +19.0% | +24.4% | +39.1% |
| YTD | +33.0% | +55.6% | -22.6% | +23.3% |
| 1Y | +30.8% | +49.5% | -18.7% | +22.0% |
| 3Y | +135.1% | +43.2% | +92.0% | +118.9% |
| 5Y | +201.2% | +111.8% | +89.4% | +156.7% |
| 10Y | +602.7% | +140.4% | +462.3% | +436.3% |
| All | +1,354.0% | +265.8% | +1,088.1% | +880.4% |
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