+47.4%
ABBV vs SLB
-4.1%
+51.5%
-7.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.8% | +0.4% |
| 7D | +0.1% | -1.2% | +1.2% | 0.0% |
| 30D | +5.6% | +4.5% | +1.1% | +5.8% |
| 3M | +18.7% | -4.6% | +23.2% | +18.4% |
| 6M | +47.4% | -6.3% | +53.7% | +49.4% |
| All | +47.4% | -4.1% | +51.5% | +49.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling