+195.7%
JNJ vs SLB
-4.3%
+199.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.2% |
| 7D | -0.8% | +0.4% | -1.2% | -0.8% |
| 30D | +4.3% | +13.6% | -9.3% | +3.0% |
| 3M | +16.5% | +1.5% | +15.0% | +16.1% |
| 6M | +13.1% | +23.0% | -9.9% | +10.6% |
| YTD | +32.1% | +51.2% | -19.1% | +26.4% |
| 1Y | +54.5% | +63.5% | -9.0% | +46.5% |
| 3Y | +82.5% | +2.5% | +80.0% | +79.6% |
| 5Y | +80.0% | +139.2% | -59.2% | +56.2% |
| 10Y | +195.7% | -4.8% | +200.4% | +176.7% |
| All | +195.7% | -4.3% | +199.9% | +176.7% |
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