+928.2%
BSX vs SLB
+589.9%
+338.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.0% | +2.8% |
| 7D | -0.7% | -3.7% | +3.0% | +0.2% |
| 30D | +3.0% | +2.9% | +0.1% | +2.1% |
| 3M | -10.7% | +0.2% | -10.9% | -11.2% |
| 6M | -18.4% | -4.4% | -13.9% | -18.1% |
| YTD | -53.8% | +33.4% | -87.3% | -57.5% |
| 1Y | -56.0% | +40.8% | -96.8% | -60.1% |
| 3Y | -14.4% | +3.2% | -17.6% | -18.3% |
| 5Y | +2.9% | +64.8% | -61.9% | -16.8% |
| 10Y | +101.6% | -16.6% | +118.1% | +74.4% |
| All | +928.2% | +589.9% | +338.3% | +492.6% |
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