+35.6%
BMY vs SLB
-6.1%
+41.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.1% | -1.6% |
| 7D | -0.5% | -7.1% | +6.6% | +0.2% |
| 30D | +4.1% | +4.1% | 0.0% | +3.5% |
| 3M | -2.1% | -2.6% | +0.5% | -2.1% |
| 6M | +12.2% | -8.6% | +20.8% | +12.9% |
| YTD | +20.3% | +32.2% | -11.9% | +14.5% |
| 1Y | +39.2% | +40.7% | -1.5% | +30.9% |
| 3Y | +35.6% | -4.5% | +40.1% | +32.3% |
| All | +35.6% | -6.1% | +41.7% | +32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling