+8,599.2%
AMGN vs STZ
+10,917.0%
-2,317.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.8% |
| 7D | -2.2% | -0.9% | -1.2% | -2.0% |
| 30D | +12.1% | +14.9% | -2.8% | +9.3% |
| 3M | +13.6% | +8.4% | +5.2% | +11.9% |
| 6M | +43.9% | +2.8% | +41.1% | +42.8% |
| YTD | +45.9% | +7.5% | +38.4% | +43.2% |
| 1Y | +42.1% | +12.5% | +29.6% | +38.2% |
| 3Y | +91.6% | -35.4% | +127.0% | +103.8% |
| 5Y | +158.5% | -29.3% | +187.8% | +169.2% |
| 10Y | +323.2% | +11.8% | +311.4% | +300.3% |
| All | +8,599.2% | +10,917.0% | -2,317.8% | +3,966.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling