+4.9%
STM vs AMGN
+86.0%
-81.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | -10.7% | -1.2% | -9.5% | -10.3% |
| 30D | -25.7% | +11.5% | -37.2% | -28.1% |
| 3M | -21.6% | +14.4% | -36.0% | -25.1% |
| 6M | -27.8% | +40.9% | -68.7% | -36.8% |
| YTD | +61.8% | +43.5% | +18.2% | +40.3% |
| 1Y | +78.1% | +49.9% | +28.2% | +51.8% |
| 3Y | +4.9% | +84.6% | -79.7% | -19.6% |
| All | +4.9% | +86.0% | -81.1% | -19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling