+643.2%
ABBV vs SLB
-16.2%
+659.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | -1.2% | -7.1% | +5.9% | -0.1% |
| 30D | +8.0% | +4.1% | +3.9% | +7.3% |
| 3M | +20.2% | -2.6% | +22.8% | +20.3% |
| 6M | +44.0% | -8.6% | +52.5% | +45.0% |
| YTD | +31.3% | +32.2% | -0.9% | +24.2% |
| 1Y | +37.0% | +40.7% | -3.7% | +28.1% |
| 3Y | +128.0% | -4.5% | +132.5% | +123.8% |
| 5Y | +196.9% | +66.4% | +130.5% | +154.7% |
| All | +643.2% | -16.2% | +659.4% | +591.4% |
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