+135.1%
ABBV vs SLB
+4.7%
+130.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.1% |
| 7D | +1.3% | +3.5% | -2.2% | +1.1% |
| 30D | +4.7% | +6.5% | -1.8% | +4.3% |
| 3M | +18.3% | -0.2% | +18.6% | +18.2% |
| 6M | +43.4% | -5.7% | +49.1% | +43.6% |
| YTD | +33.0% | +36.8% | -3.9% | +28.3% |
| 1Y | +30.8% | +45.8% | -15.0% | +25.1% |
| 3Y | +135.1% | +3.4% | +131.8% | +128.3% |
| All | +135.1% | +4.7% | +130.4% | +128.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling