-5.8%
SLB vs BDX
+59.3%
-65.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | -2.5% | -3.2% | +0.6% | -1.5% |
| 30D | +7.1% | -2.5% | +9.7% | +8.0% |
| 3M | +0.6% | +21.4% | -20.8% | -6.2% |
| 6M | +17.6% | +10.4% | +7.2% | +13.0% |
| YTD | +48.5% | +18.8% | +29.6% | +39.0% |
| 1Y | +59.4% | +21.7% | +37.7% | +47.9% |
| 3Y | -0.4% | -10.0% | +9.6% | +1.1% |
| 5Y | +133.8% | -1.8% | +135.6% | +126.2% |
| All | -5.8% | +59.3% | -65.1% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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