+207.8%
JNJ vs SLB
-15.8%
+223.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +2.0% |
| 7D | +4.3% | -3.7% | +8.0% | +4.6% |
| 30D | +7.9% | +2.9% | +5.0% | +7.6% |
| 3M | +9.4% | +0.2% | +9.1% | +9.1% |
| 6M | +28.8% | -4.4% | +33.3% | +28.9% |
| YTD | +38.5% | +33.4% | +5.1% | +33.9% |
| 1Y | +54.6% | +40.8% | +13.8% | +48.7% |
| 3Y | +108.4% | +3.2% | +105.2% | +104.7% |
| 5Y | +99.6% | +64.8% | +34.8% | +81.4% |
| 10Y | +207.8% | -16.6% | +224.3% | +190.3% |
| All | +207.8% | -15.8% | +223.6% | +190.3% |
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