+25,809.4%
AVGO vs SLB
+37.9%
+25,771.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.2% | +0.6% |
| 7D | -9.9% | -7.1% | -2.8% | -7.6% |
| 30D | -22.0% | +4.1% | -26.1% | -23.1% |
| 3M | -30.0% | -2.6% | -27.4% | -29.8% |
| 6M | -30.7% | -8.6% | -22.2% | -29.5% |
| YTD | -14.7% | +32.2% | -46.9% | -24.0% |
| 1Y | -16.8% | +40.7% | -57.4% | -27.6% |
| 3Y | +244.4% | -4.5% | +249.0% | +234.2% |
| 5Y | +474.0% | +66.4% | +407.7% | +327.4% |
| 10Y | +2,122.6% | -15.1% | +2,137.7% | +1,776.9% |
| All | +25,809.4% | +37.9% | +25,771.5% | +16,659.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling