+21.7%
STM vs AMGN
+90.9%
-69.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.4% | +2.4% |
| 7D | +5.8% | +1.1% | +4.7% | +5.4% |
| 30D | -1.0% | +7.8% | -8.8% | -3.6% |
| 3M | -33.3% | +27.3% | -60.5% | -39.3% |
| 6M | +57.4% | +16.8% | +40.5% | +47.9% |
| YTD | +102.2% | +36.3% | +65.9% | +78.4% |
| 1Y | +99.6% | +60.4% | +39.2% | +65.4% |
| All | +21.7% | +90.9% | -69.3% | -6.2% |
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