+958.5%
SLB vs BDX
+5,351.6%
-4,393.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.6% |
| 7D | +0.8% | -2.5% | +3.4% | +1.6% |
| 30D | +15.8% | +8.3% | +7.6% | +13.1% |
| 3M | -0.3% | +24.4% | -24.7% | -7.1% |
| 6M | +21.3% | +9.2% | +12.2% | +17.4% |
| YTD | +52.3% | +22.7% | +29.6% | +42.3% |
| 1Y | +63.6% | +25.9% | +37.7% | +51.5% |
| 3Y | +3.8% | -10.5% | +14.2% | +5.0% |
| 5Y | +128.6% | +1.9% | +126.7% | +119.8% |
| 10Y | -3.1% | +58.7% | -61.8% | -19.6% |
| All | +958.5% | +5,351.6% | -4,393.1% | +264.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling