+497.0%
ABBV vs SLB
-4.1%
+501.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | -4.1% | -1.9% | -2.3% | -3.9% |
| 30D | +1.2% | +7.8% | -6.6% | -0.1% |
| 3M | +12.1% | +2.7% | +9.4% | +11.3% |
| 6M | +12.0% | +22.2% | -10.1% | +8.0% |
| YTD | +12.4% | +51.1% | -38.7% | +4.3% |
| 1Y | +22.9% | +63.3% | -40.4% | +12.4% |
| 3Y | +86.8% | +2.4% | +84.3% | +81.7% |
| 5Y | +181.0% | +139.3% | +41.7% | +124.7% |
| 10Y | +497.0% | -2.6% | +499.6% | +446.7% |
| All | +497.0% | -4.1% | +501.1% | +446.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 SLB 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