+1,637.4%
BMY vs SLB
+834.4%
+803.1%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | -1.4% | -3.7% | +2.3% | -0.8% |
| 30D | +5.1% | +2.9% | +2.2% | +4.5% |
| 3M | -3.0% | +0.2% | -3.2% | -3.4% |
| 6M | +13.1% | -4.4% | +17.5% | +13.1% |
| YTD | +20.3% | +33.4% | -13.1% | +13.4% |
| 1Y | +39.0% | +40.8% | -1.8% | +29.7% |
| 3Y | +42.0% | +3.2% | +38.8% | +37.6% |
| 5Y | +28.5% | +64.8% | -36.3% | +11.0% |
| 10Y | +57.5% | -16.6% | +74.1% | +42.9% |
| All | +1,637.4% | +834.4% | +803.1% | +718.4% |
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