+139.3%
SLB vs BDX
-1.9%
+141.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.3% |
| 7D | -1.9% | -3.6% | +1.7% | -0.9% |
| 30D | +7.8% | +0.7% | +7.1% | +7.5% |
| 3M | +2.7% | +19.0% | -16.3% | -2.2% |
| 6M | +22.2% | +10.8% | +11.4% | +18.6% |
| YTD | +51.1% | +20.1% | +30.9% | +43.4% |
| 1Y | +63.3% | +23.1% | +40.3% | +54.0% |
| 3Y | +2.4% | -8.8% | +11.2% | +2.6% |
| 5Y | +139.3% | -1.4% | +140.8% | +129.0% |
| All | +139.3% | -1.9% | +141.3% | +129.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling