+140.9%
SLB vs AMGN
+130.8%
+10.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.7% | +0.5% |
| 7D | +0.8% | +1.1% | -0.3% | +0.5% |
| 30D | +15.8% | +7.8% | +8.0% | +13.7% |
| 3M | -0.3% | +27.3% | -27.6% | -6.2% |
| 6M | +21.3% | +16.8% | +4.5% | +16.5% |
| YTD | +52.3% | +36.3% | +16.0% | +40.7% |
| 1Y | +63.6% | +60.4% | +3.2% | +44.7% |
| 3Y | +3.8% | +86.3% | -82.6% | -10.7% |
| All | +140.9% | +130.8% | +10.1% | +103.6% |
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