+8,682.5%
JNJ vs SLB
+966.6%
+7,715.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | +2.7% | +0.8% | +1.8% | +2.5% |
| 30D | +7.4% | +15.8% | -8.5% | +5.2% |
| 3M | +21.2% | -0.3% | +21.6% | +20.9% |
| 6M | +13.4% | +21.3% | -7.9% | +10.0% |
| YTD | +35.1% | +52.3% | -17.2% | +27.0% |
| 1Y | +57.4% | +63.6% | -6.2% | +46.3% |
| 3Y | +86.8% | +3.8% | +83.0% | +82.0% |
| 5Y | +80.8% | +128.6% | -47.8% | +53.1% |
| 10Y | +202.7% | -3.1% | +205.8% | +173.3% |
| All | +8,682.5% | +966.6% | +7,715.8% | +4,338.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling