-59.7%
ADBE vs SLB
+132.5%
-192.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.2% | -6.9% | -6.8% |
| 7D | -8.6% | +0.8% | -9.4% | -8.7% |
| 30D | +2.8% | +15.8% | -13.1% | +0.9% |
| 3M | +3.1% | -0.3% | +3.5% | +2.9% |
| 6M | -2.4% | +21.3% | -23.8% | -5.3% |
| YTD | -23.9% | +52.3% | -76.2% | -28.7% |
| 1Y | -22.6% | +63.6% | -86.2% | -28.4% |
| 3Y | -52.7% | +3.8% | -56.4% | -54.4% |
| All | -59.7% | +132.5% | -192.2% | -63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling