+8,025.3%
AMGN vs STZ
+9,621.1%
-1,595.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.8% | -1.4% |
| 7D | +1.1% | -1.9% | +3.0% | +1.5% |
| 30D | +7.8% | -1.9% | +9.7% | +8.1% |
| 3M | +27.3% | -6.2% | +33.5% | +28.5% |
| 6M | +16.8% | -14.0% | +30.8% | +19.6% |
| YTD | +36.3% | -5.1% | +41.4% | +36.8% |
| 1Y | +60.4% | -9.6% | +70.0% | +62.2% |
| 3Y | +86.3% | -47.2% | +133.6% | +105.3% |
| 5Y | +125.7% | -33.6% | +159.2% | +137.8% |
| 10Y | +247.0% | -9.8% | +256.8% | +239.9% |
| All | +8,025.3% | +9,621.1% | -1,595.8% | +3,784.9% |
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