+1,016.5%
BSX vs SLB
+687.5%
+329.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | +2.0% | +0.8% | +1.2% | +1.8% |
| 30D | +0.1% | +15.8% | -15.7% | -3.4% |
| 3M | -2.1% | -0.3% | -1.8% | -2.5% |
| 6M | -33.8% | +21.3% | -55.1% | -37.1% |
| YTD | -49.9% | +52.3% | -102.2% | -55.2% |
| 1Y | -55.4% | +63.6% | -119.1% | -60.9% |
| 3Y | -10.9% | +3.8% | -14.6% | -14.8% |
| 5Y | +6.4% | +128.6% | -122.2% | -20.7% |
| 10Y | +97.0% | -3.1% | +100.1% | +65.1% |
| All | +1,016.5% | +687.5% | +329.0% | +526.0% |
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 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