+8,714.1%
JNJ vs SLB
+825.9%
+7,888.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.9% | +1.4% |
| 7D | +1.1% | -7.1% | +8.2% | +2.1% |
| 30D | +6.9% | +4.1% | +2.8% | +6.2% |
| 3M | +8.0% | -2.6% | +10.7% | +8.1% |
| 6M | +24.3% | -8.6% | +32.8% | +25.1% |
| YTD | +35.6% | +32.2% | +3.4% | +29.6% |
| 1Y | +51.1% | +40.7% | +10.4% | +43.1% |
| 3Y | +98.3% | -4.5% | +102.8% | +95.1% |
| 5Y | +94.3% | +66.4% | +28.0% | +72.1% |
| 10Y | +214.9% | -15.1% | +230.0% | +188.9% |
| All | +8,714.1% | +825.9% | +7,888.2% | +4,429.1% |
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