-14.4%
SLB vs BDX
+93.0%
-107.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | +2.6% | +1.0% | +1.5% | +2.2% |
| 30D | +4.4% | +15.1% | -10.7% | -0.6% |
| 3M | -2.7% | +18.2% | -20.9% | -8.3% |
| 6M | -7.5% | +48.1% | -55.7% | -19.7% |
| YTD | +34.8% | +44.1% | -9.3% | +18.0% |
| 1Y | +44.6% | +46.4% | -1.8% | +25.9% |
| 3Y | +3.2% | +24.4% | -21.2% | -6.4% |
| 5Y | +73.6% | +26.1% | +47.5% | +53.6% |
| All | -14.4% | +93.0% | -107.4% | -28.1% |
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