+2.5%
SLB vs BDX
-9.6%
+12.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.3% | +0.2% |
| 7D | +0.4% | -4.3% | +4.7% | +1.7% |
| 30D | +13.6% | +1.3% | +12.3% | +13.1% |
| 3M | +1.5% | +20.2% | -18.8% | -4.1% |
| 6M | +23.0% | +8.6% | +14.4% | +20.2% |
| YTD | +51.2% | +19.0% | +32.2% | +43.4% |
| 1Y | +63.5% | +21.2% | +42.3% | +54.1% |
| 3Y | +2.5% | -9.7% | +12.2% | +3.0% |
| All | +2.5% | -9.6% | +12.1% | +3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling