-11.6%
ABT vs EOG
+172.6%
-184.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.8% |
| 7D | -5.0% | +1.0% | -6.0% | -5.0% |
| 30D | -5.8% | +2.8% | -8.6% | -5.9% |
| 3M | +16.7% | +5.9% | +10.8% | +16.3% |
| 6M | -5.2% | +17.1% | -22.3% | -6.2% |
| YTD | -16.0% | +43.9% | -59.9% | -17.9% |
| 1Y | -18.3% | +26.9% | -45.1% | -19.6% |
| 3Y | +9.2% | +23.6% | -14.3% | +7.1% |
| 5Y | -11.6% | +178.1% | -189.7% | -11.4% |
| All | -11.6% | +172.6% | -184.2% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling