-5.9%
SLB vs VTR
+100.2%
-106.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -2.3% |
| 7D | -2.4% | -1.8% | -0.6% | -1.7% |
| 30D | +4.9% | +4.0% | +0.9% | +3.0% |
| 3M | +1.4% | +7.8% | -6.4% | -2.3% |
| 6M | +17.6% | +6.4% | +11.3% | +13.3% |
| YTD | +48.3% | +18.3% | +30.0% | +36.2% |
| 1Y | +58.7% | +33.9% | +24.7% | +37.3% |
| 3Y | +0.6% | +134.3% | -133.8% | -34.0% |
| 5Y | +133.6% | +90.3% | +43.3% | +64.9% |
| All | -5.9% | +100.2% | -106.1% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VTR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling