+1,156.2%
ABBV vs SLB
+16.1%
+1,140.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | +0.4% | +0.8% | -0.5% | +0.2% |
| 30D | +4.2% | +15.8% | -11.7% | +1.5% |
| 3M | +14.8% | -0.3% | +15.2% | +14.4% |
| 6M | +10.3% | +21.3% | -11.1% | +6.1% |
| YTD | +14.9% | +52.3% | -37.4% | +5.8% |
| 1Y | +24.1% | +63.6% | -39.5% | +12.6% |
| 3Y | +91.9% | +3.8% | +88.2% | +85.8% |
| 5Y | +176.0% | +128.6% | +47.4% | +119.4% |
| 10Y | +502.9% | -3.1% | +506.0% | +450.1% |
| All | +1,156.2% | +16.1% | +1,140.1% | +947.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling