+139.2%
SLB vs AMGN
+107.5%
+31.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -10.1% | +9.4% | +1.6% |
| 7D | +0.4% | -10.3% | +10.7% | +2.8% |
| 30D | +13.6% | -3.8% | +17.4% | +14.2% |
| 3M | +1.5% | +14.4% | -12.9% | -2.3% |
| 6M | +23.0% | +7.8% | +15.2% | +20.0% |
| YTD | +51.2% | +22.6% | +28.6% | +42.9% |
| 1Y | +63.5% | +44.2% | +19.3% | +47.9% |
| 3Y | +2.5% | +65.8% | -63.3% | -9.6% |
| 5Y | +139.2% | +108.0% | +31.2% | +106.8% |
| All | +139.2% | +107.5% | +31.6% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded AMGN 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling