+670.8%
STM vs AMGN
+212.2%
+458.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -10.1% | +9.6% | +3.9% |
| 7D | +5.2% | -10.3% | +15.5% | +9.9% |
| 30D | -7.4% | -3.8% | -3.6% | -6.4% |
| 3M | -30.6% | +14.4% | -45.0% | -35.8% |
| 6M | +66.4% | +7.8% | +58.6% | +58.2% |
| YTD | +101.1% | +22.6% | +78.6% | +79.5% |
| 1Y | +97.4% | +44.2% | +53.2% | +62.6% |
| 3Y | +21.1% | +65.8% | -44.7% | -9.1% |
| 5Y | +22.5% | +108.0% | -85.5% | -19.9% |
| All | +670.8% | +212.2% | +458.6% | +336.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling