+570.0%
AVGO vs SLB
+76.5%
+493.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.5% | -6.3% | -5.1% |
| 7D | +18.2% | +3.5% | +14.6% | +17.3% |
| 30D | +0.2% | +6.5% | -6.3% | -1.1% |
| 3M | -16.8% | -0.2% | -16.6% | -16.9% |
| 6M | -16.5% | -5.7% | -10.7% | -15.9% |
| YTD | +0.8% | +36.8% | -36.0% | -7.1% |
| 1Y | +2.8% | +45.8% | -43.0% | -6.7% |
| 3Y | +278.5% | +3.4% | +275.2% | +260.2% |
| All | +570.0% | +76.5% | +493.5% | +493.2% |
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