-14.4%
BSX vs SLB
+2.4%
-16.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.0% | +2.9% |
| 7D | -0.7% | -3.7% | +3.0% | -0.2% |
| 30D | +3.0% | +2.9% | +0.1% | +2.5% |
| 3M | -10.7% | +0.2% | -10.9% | -11.0% |
| 6M | -18.4% | -4.4% | -13.9% | -18.1% |
| YTD | -53.8% | +33.4% | -87.3% | -55.7% |
| 1Y | -56.0% | +40.8% | -96.8% | -58.1% |
| 3Y | -14.4% | +3.2% | -17.6% | -17.2% |
| All | -14.4% | +2.4% | -16.8% | -17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling