+65.8%
AMGN vs STZ
-50.3%
+116.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -5.6% | -4.5% | -8.6% |
| 7D | -10.3% | -7.4% | -2.9% | -8.3% |
| 30D | -3.8% | -10.9% | +7.1% | -0.9% |
| 3M | +14.4% | -13.4% | +27.8% | +18.5% |
| 6M | +7.8% | -16.2% | +24.0% | +12.3% |
| YTD | +22.6% | -10.4% | +33.0% | +24.8% |
| 1Y | +44.2% | -14.8% | +59.0% | +48.4% |
| 3Y | +65.8% | -50.1% | +116.0% | +95.1% |
| All | +65.8% | -50.3% | +116.1% | +95.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling