+96.5%
STM vs AMGN
+64.6%
+31.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.7% | -9.8% | -6.4% |
| 7D | -6.0% | +5.9% | -11.9% | -6.7% |
| 30D | -20.9% | +18.7% | -39.7% | -22.8% |
| 3M | -15.8% | +23.4% | -39.1% | -19.0% |
| 6M | -17.0% | +49.7% | -66.8% | -26.6% |
| YTD | +76.8% | +49.2% | +27.6% | +56.0% |
| 1Y | +96.5% | +65.7% | +30.7% | +65.5% |
| All | +96.5% | +64.6% | +31.9% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 1y: compounded portfolio wealth divided by compounded AMGN 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…
1y analysis · Full analysis span regression · 6 months rolling