+195.5%
AMGN vs STZ
-11.3%
+206.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.1% |
| 7D | -13.7% | -4.5% | -9.2% | -12.6% |
| 30D | -8.8% | -8.6% | -0.2% | -6.7% |
| 3M | +7.2% | -13.8% | +21.0% | +11.2% |
| 6M | +1.3% | -17.2% | +18.4% | +5.9% |
| YTD | +17.6% | -9.4% | +27.0% | +19.7% |
| 1Y | +37.2% | -11.9% | +49.0% | +40.2% |
| 3Y | +57.7% | -49.6% | +107.3% | +84.4% |
| 5Y | +106.3% | -37.2% | +143.4% | +125.3% |
| All | +195.5% | -11.3% | +206.9% | +187.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling