+98.3%
STM vs AMGN
+41.6%
+56.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | +12.0% | +1.1% | +10.9% | +11.8% |
| 30D | -0.4% | +9.3% | -9.6% | -1.3% |
| 3M | -13.2% | +12.1% | -25.3% | -14.6% |
| 6M | -26.1% | +40.3% | -66.3% | -33.6% |
| YTD | +81.2% | +45.2% | +36.0% | +57.0% |
| 1Y | +98.3% | +42.4% | +55.9% | +73.7% |
| All | +98.3% | +41.6% | +56.7% | +73.7% |
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