+95.0%
JNJ vs SLB
+65.5%
+29.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.9% | +1.4% |
| 7D | +1.1% | -7.1% | +8.2% | +1.3% |
| 30D | +6.9% | +4.1% | +2.8% | +6.7% |
| 3M | +8.0% | -2.6% | +10.7% | +8.0% |
| 6M | +24.3% | -8.6% | +32.8% | +24.5% |
| YTD | +35.6% | +32.2% | +3.4% | +34.0% |
| 1Y | +51.1% | +40.7% | +10.4% | +49.0% |
| 3Y | +98.3% | -4.5% | +102.8% | +96.7% |
| All | +95.0% | +65.5% | +29.5% | +89.3% |
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 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