+465.1%
STM vs AMGN
+319.8%
+145.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +12.0% | +1.1% | +10.9% | +11.5% |
| 30D | -0.4% | +9.3% | -9.6% | -4.3% |
| 3M | -13.2% | +12.1% | -25.3% | -18.3% |
| 6M | -26.1% | +40.3% | -66.3% | -38.2% |
| YTD | +81.2% | +45.2% | +36.0% | +48.5% |
| 1Y | +98.3% | +42.4% | +55.9% | +63.9% |
| 3Y | +16.7% | +91.0% | -74.3% | -19.1% |
| 5Y | -4.8% | +157.4% | -162.2% | -45.4% |
| All | +465.1% | +319.8% | +145.3% | +175.8% |
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