+1,749.1%
BMY vs SLB
+966.6%
+782.5%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.0% | -1.9% |
| 7D | +0.4% | +0.8% | -0.5% | +0.2% |
| 30D | +5.0% | +15.8% | -10.8% | +2.4% |
| 3M | +19.4% | -0.3% | +19.7% | +19.0% |
| 6M | +9.5% | +21.3% | -11.8% | +5.4% |
| YTD | +28.1% | +52.3% | -24.2% | +18.4% |
| 1Y | +50.0% | +63.6% | -13.6% | +36.7% |
| 3Y | +24.1% | +3.8% | +20.3% | +20.2% |
| 5Y | +25.0% | +128.6% | -103.7% | +2.0% |
| 10Y | +68.7% | -3.1% | +71.7% | +49.5% |
| All | +1,749.1% | +966.6% | +782.5% | +754.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling