+691.7%
AVGO vs SLB
+132.5%
+559.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -3.0% | +0.8% | -3.8% | -3.2% |
| 30D | -14.4% | +15.8% | -30.3% | -17.2% |
| 3M | -14.4% | -0.3% | -14.1% | -14.6% |
| 6M | +13.1% | +21.3% | -8.2% | +7.9% |
| YTD | +3.8% | +52.3% | -48.5% | -6.3% |
| 1Y | +17.8% | +63.6% | -45.8% | +4.4% |
| 3Y | +325.3% | +3.8% | +321.5% | +302.4% |
| All | +691.7% | +132.5% | +559.1% | +560.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 SLB 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