+99.6%
STM vs AMGN
+57.8%
+41.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.4% | +2.2% |
| 7D | +5.8% | +1.1% | +4.7% | +5.5% |
| 30D | -1.0% | +7.8% | -8.8% | -2.9% |
| 3M | -33.3% | +27.3% | -60.5% | -38.6% |
| 6M | +57.4% | +16.8% | +40.5% | +50.0% |
| YTD | +102.2% | +36.3% | +65.9% | +79.2% |
| 1Y | +99.6% | +60.4% | +39.2% | +68.9% |
| All | +99.6% | +57.8% | +41.8% | +68.9% |
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