+150.1%
SLB vs EXEL
+347.1%
-197.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +2.0% | +2.1% |
| 7D | -1.2% | -2.8% | +1.7% | -0.8% |
| 30D | +4.5% | +18.2% | -13.7% | +2.3% |
| 3M | -4.6% | +37.7% | -42.3% | -8.5% |
| 6M | -6.3% | +42.2% | -48.5% | -10.8% |
| YTD | +35.0% | +61.3% | -26.3% | +26.0% |
| 1Y | +38.8% | +64.5% | -25.7% | +29.2% |
| 3Y | +3.3% | +236.7% | -233.4% | -13.9% |
| 5Y | +73.6% | +296.3% | -222.7% | +40.1% |
| 10Y | -14.2% | +331.1% | -345.3% | -34.5% |
| All | +150.1% | +347.1% | -197.0% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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