+45.8%
SLB vs AMGN
+41.6%
+4.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | +3.5% | +1.1% | +2.4% | +3.4% |
| 30D | +6.5% | +9.3% | -2.8% | +5.8% |
| 3M | -0.2% | +12.1% | -12.3% | -1.4% |
| 6M | -5.7% | +40.3% | -46.0% | -11.2% |
| YTD | +36.8% | +45.2% | -8.3% | +33.1% |
| 1Y | +45.8% | +42.4% | +3.3% | +42.9% |
| All | +45.8% | +41.6% | +4.1% | +42.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling