+63.3%
SLB vs AMGN
+43.9%
+19.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -1.9% | -11.6% | +9.8% | -0.4% |
| 30D | +7.8% | -5.7% | +13.5% | +8.3% |
| 3M | +2.7% | +14.2% | -11.5% | -0.4% |
| 6M | +22.2% | +5.2% | +17.0% | +20.0% |
| YTD | +51.1% | +22.0% | +29.1% | +47.5% |
| 1Y | +63.3% | +43.6% | +19.7% | +57.1% |
| All | +63.3% | +43.9% | +19.5% | +57.1% |
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