+221.6%
JNJ vs SLB
-12.7%
+234.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.7% |
| 7D | +3.5% | +3.5% | -0.1% | +3.1% |
| 30D | +12.5% | +6.5% | +6.0% | +11.8% |
| 3M | +9.6% | -0.2% | +9.8% | +9.4% |
| 6M | +25.3% | -5.7% | +31.1% | +25.6% |
| YTD | +40.3% | +36.8% | +3.5% | +35.4% |
| 1Y | +49.6% | +45.8% | +3.9% | +43.5% |
| 3Y | +110.8% | +3.4% | +107.4% | +107.0% |
| 5Y | +99.1% | +76.1% | +23.0% | +79.6% |
| All | +221.6% | -12.7% | +234.4% | +203.6% |
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 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