+603.7%
ABBV vs SLB
-15.8%
+619.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.5% |
| 7D | +1.5% | -3.7% | +5.2% | +2.1% |
| 30D | +6.7% | +2.9% | +3.8% | +6.2% |
| 3M | +19.9% | +0.2% | +19.7% | +19.5% |
| 6M | +47.5% | -4.4% | +51.9% | +47.6% |
| YTD | +32.2% | +33.4% | -1.2% | +24.9% |
| 1Y | +37.8% | +40.8% | -3.0% | +28.9% |
| 3Y | +134.8% | +3.2% | +131.6% | +127.6% |
| 5Y | +203.0% | +64.8% | +138.2% | +160.6% |
| 10Y | +603.7% | -16.6% | +620.3% | +550.7% |
| All | +603.7% | -15.8% | +619.5% | +550.7% |
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