+57.3%
BMY vs SLB
-14.0%
+71.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -1.3% | +2.6% | -3.8% | -1.6% |
| 30D | +10.0% | +4.4% | +5.6% | +9.3% |
| 3M | -1.2% | -2.7% | +1.6% | -1.1% |
| 6M | +12.8% | -7.5% | +20.3% | +13.3% |
| YTD | +20.7% | +34.8% | -14.1% | +15.3% |
| 1Y | +32.6% | +44.6% | -12.0% | +25.6% |
| 3Y | +41.8% | +3.2% | +38.7% | +38.5% |
| 5Y | +29.0% | +73.6% | -44.6% | +14.4% |
| All | +57.3% | -14.0% | +71.3% | +43.5% |
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