+25.8%
BMY vs SLB
+132.5%
-106.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.0% | -1.9% |
| 7D | +0.4% | +0.8% | -0.5% | +0.3% |
| 30D | +5.0% | +15.8% | -10.8% | +3.8% |
| 3M | +19.4% | -0.3% | +19.7% | +19.2% |
| 6M | +9.5% | +21.3% | -11.8% | +7.6% |
| YTD | +28.1% | +52.3% | -24.2% | +23.4% |
| 1Y | +50.0% | +63.6% | -13.6% | +43.5% |
| 3Y | +24.1% | +3.8% | +20.3% | +20.8% |
| All | +25.8% | +132.5% | -106.7% | +16.7% |
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