+253.7%
ABBV vs EOSE
-58.6%
+312.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.3% | +0.9% |
| 7D | -4.1% | +15.0% | -19.1% | -4.1% |
| 30D | +1.2% | +2.5% | -1.3% | +1.2% |
| 3M | +12.1% | -33.7% | +45.8% | +12.2% |
| 6M | +12.0% | -32.7% | +44.8% | +12.0% |
| YTD | +12.4% | -63.8% | +76.2% | +12.5% |
| 1Y | +22.9% | -40.5% | +63.5% | +22.6% |
| 3Y | +86.8% | +50.4% | +36.4% | +85.5% |
| 5Y | +181.0% | -68.6% | +249.6% | +175.1% |
| All | +253.7% | -58.6% | +312.3% | +254.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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