+818.4%
SLB vs AMGN
+67,836.6%
-67,018.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -4.3% | +0.9% | -5.1% | -4.5% |
| 30D | +1.9% | +12.1% | -10.2% | -0.6% |
| 3M | -5.7% | +12.2% | -17.9% | -8.4% |
| 6M | -5.3% | +42.1% | -47.5% | -12.8% |
| YTD | +32.2% | +45.0% | -12.9% | +21.1% |
| 1Y | +38.5% | +47.7% | -9.2% | +26.3% |
| 3Y | +1.1% | +90.4% | -89.3% | -13.4% |
| 5Y | +70.3% | +154.9% | -84.7% | +36.0% |
| 10Y | -17.3% | +313.6% | -330.9% | -40.3% |
| All | +818.4% | +67,836.6% | -67,018.2% | +221.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling