+73.6%
SLB vs BDX
+24.6%
+49.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.9% |
| 7D | -1.2% | +2.5% | -3.7% | -1.8% |
| 30D | +4.5% | +13.6% | -9.1% | +0.8% |
| 3M | -4.6% | +18.9% | -23.5% | -9.2% |
| 6M | -6.3% | +51.8% | -58.1% | -17.0% |
| YTD | +35.0% | +43.3% | -8.4% | +21.6% |
| 1Y | +38.8% | +48.0% | -9.2% | +24.0% |
| 3Y | +3.3% | +23.7% | -20.4% | -4.2% |
| 5Y | +73.6% | +24.9% | +48.7% | +62.0% |
| All | +73.6% | +24.6% | +49.1% | +62.0% |
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