+28.6%
BMY vs SLB
+65.5%
-36.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.1% | -1.6% |
| 7D | -0.5% | -7.1% | +6.6% | 0.0% |
| 30D | +4.1% | +4.1% | 0.0% | +3.7% |
| 3M | -2.1% | -2.6% | +0.5% | -2.1% |
| 6M | +12.2% | -8.6% | +20.8% | +12.6% |
| YTD | +20.3% | +32.2% | -11.9% | +17.1% |
| 1Y | +39.2% | +40.7% | -1.5% | +34.6% |
| 3Y | +35.6% | -4.5% | +40.1% | +32.9% |
| All | +28.6% | +65.5% | -36.8% | +24.4% |
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