+89.4%
STM vs AMGN
+49.1%
+40.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.0% | +5.7% | +6.6% |
| 7D | -5.6% | 0.0% | -5.5% | -5.4% |
| 30D | -14.4% | +12.1% | -26.6% | -15.5% |
| 3M | -20.5% | +13.9% | -34.3% | -22.0% |
| 6M | -24.5% | +42.1% | -66.7% | -32.3% |
| YTD | +72.7% | +45.0% | +27.6% | +52.0% |
| All | +89.4% | +49.1% | +40.3% | +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