+112.0%
AMGN vs STZ
-38.0%
+150.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -11.6% | -6.0% | -5.6% | -10.1% |
| 30D | -5.7% | -8.9% | +3.2% | -3.4% |
| 3M | +14.2% | -12.6% | +26.8% | +18.0% |
| 6M | +5.2% | -17.2% | +22.4% | +9.9% |
| YTD | +22.0% | -10.0% | +32.0% | +24.1% |
| 1Y | +43.6% | -14.3% | +57.9% | +47.7% |
| 3Y | +65.0% | -49.9% | +114.9% | +92.6% |
| 5Y | +112.0% | -38.2% | +150.3% | +124.4% |
| All | +112.0% | -38.0% | +150.0% | +124.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling