+91.2%
BSX vs SLB
-4.1%
+95.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | -7.0% | -1.9% | -5.2% | -6.7% |
| 30D | -10.9% | +7.8% | -18.7% | -12.4% |
| 3M | -8.2% | +2.7% | -10.8% | -9.0% |
| 6M | -37.5% | +22.2% | -59.6% | -40.4% |
| YTD | -52.8% | +51.1% | -103.9% | -57.4% |
| 1Y | -58.4% | +63.3% | -121.7% | -63.2% |
| 3Y | -16.5% | +2.4% | -19.0% | -19.5% |
| 5Y | -1.0% | +139.3% | -140.3% | -27.8% |
| 10Y | +91.2% | -2.6% | +93.8% | +39.0% |
| All | +91.2% | -4.1% | +95.3% | +39.0% |
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