+80.0%
JNJ vs SLB
+128.1%
-48.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.8% |
| 3M | +16.5% | +1.5% | +15.0% | +16.3% |
| 6M | +13.1% | +23.0% | -9.9% | +12.2% |
| YTD | +32.1% | +51.2% | -19.1% | +30.1% |
| 1Y | +54.5% | +63.5% | -9.0% | +51.6% |
| 3Y | +82.5% | +2.5% | +80.0% | +80.6% |
| 5Y | +80.0% | +139.2% | -59.2% | +71.9% |
| All | +80.0% | +128.1% | -48.1% | +71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling