+664.5%
STM vs AMGN
+210.7%
+453.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | +1.7% | -11.6% | +13.3% | +7.0% |
| 30D | -5.2% | -5.7% | +0.5% | -3.3% |
| 3M | -29.6% | +14.2% | -43.8% | -34.8% |
| 6M | +54.4% | +5.2% | +49.2% | +48.4% |
| YTD | +99.5% | +22.0% | +77.5% | +78.4% |
| 1Y | +100.8% | +43.6% | +57.1% | +65.6% |
| 3Y | +20.2% | +65.0% | -44.8% | -9.7% |
| 5Y | +21.1% | +112.0% | -90.9% | -21.6% |
| 10Y | +664.5% | +216.6% | +448.0% | +333.4% |
| All | +664.5% | +210.7% | +453.8% | +333.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling