+62.5%
SLB vs AMGN
+151.3%
-88.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.6% |
| 7D | -7.1% | -1.2% | -5.9% | -6.9% |
| 30D | +4.1% | +11.5% | -7.4% | +1.7% |
| 3M | -2.6% | +14.4% | -17.0% | -5.8% |
| 6M | -8.6% | +40.9% | -49.5% | -16.1% |
| YTD | +32.2% | +43.5% | -11.3% | +20.7% |
| 1Y | +40.7% | +49.9% | -9.3% | +27.0% |
| 3Y | -4.5% | +84.6% | -89.2% | -17.7% |
| All | +62.5% | +151.3% | -88.8% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling