+30.9%
BMY vs SLB
+76.5%
-45.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.7% |
| 7D | +2.1% | +3.5% | -1.4% | +1.8% |
| 30D | +7.0% | +6.5% | +0.5% | +6.5% |
| 3M | -0.9% | -0.2% | -0.6% | -1.0% |
| 6M | +14.9% | -5.7% | +20.7% | +15.1% |
| YTD | +22.8% | +36.8% | -14.0% | +19.2% |
| 1Y | +36.2% | +45.8% | -9.5% | +31.4% |
| 3Y | +45.7% | +3.4% | +42.3% | +42.2% |
| All | +30.9% | +76.5% | -45.7% | +24.6% |
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 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