+113.3%
BSX vs SLB
-12.7%
+126.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | 0.0% |
| 7D | +3.7% | +3.5% | +0.2% | +3.0% |
| 30D | +3.1% | +6.5% | -3.4% | +1.5% |
| 3M | -14.2% | -0.2% | -14.0% | -14.5% |
| 6M | -16.4% | -5.7% | -10.7% | -15.9% |
| YTD | -53.5% | +36.8% | -90.3% | -57.2% |
| 1Y | -57.8% | +45.8% | -103.5% | -61.7% |
| 3Y | -17.4% | +3.4% | -20.8% | -20.7% |
| 5Y | +5.4% | +76.1% | -70.7% | -16.5% |
| All | +113.3% | -12.7% | +126.0% | +57.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling