+104.3%
BSX vs SLB
-16.9%
+121.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.7% |
| 7D | +2.8% | -4.3% | +7.0% | +3.7% |
| 30D | +4.6% | +1.9% | +2.7% | +4.0% |
| 3M | -11.4% | -5.7% | -5.7% | -10.7% |
| 6M | -17.1% | -5.3% | -11.8% | -16.7% |
| YTD | -53.1% | +32.2% | -85.3% | -56.5% |
| 1Y | -55.7% | +38.5% | -94.2% | -59.4% |
| 3Y | -13.3% | +1.1% | -14.4% | -16.4% |
| 5Y | +5.3% | +70.3% | -65.0% | -15.9% |
| 10Y | +104.3% | -17.3% | +121.6% | +51.8% |
| All | +104.3% | -16.9% | +121.2% | +51.8% |
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