+204.4%
ABT vs SLB
-4.3%
+208.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.5% |
| 7D | -3.1% | +0.4% | -3.6% | -3.2% |
| 30D | -2.1% | +13.6% | -15.7% | -3.4% |
| 3M | +17.4% | +1.5% | +15.9% | +17.0% |
| 6M | -2.4% | +23.0% | -25.4% | -4.8% |
| YTD | -14.2% | +51.2% | -65.4% | -18.2% |
| 1Y | -18.3% | +63.5% | -81.8% | -22.9% |
| 3Y | +11.5% | +2.5% | +9.0% | +9.6% |
| 5Y | -9.9% | +139.2% | -149.1% | -21.8% |
| 10Y | +204.4% | -4.8% | +209.1% | +197.6% |
| All | +204.4% | -4.3% | +208.7% | +197.6% |
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