-15.7%
STM vs AMGN
+151.3%
-167.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -28.2% |
| 3M | -21.6% | +14.4% | -36.0% | -25.3% |
| 6M | -27.8% | +40.9% | -68.7% | -36.9% |
| YTD | +61.8% | +43.5% | +18.2% | +40.3% |
| 1Y | +78.1% | +49.9% | +28.2% | +51.9% |
| 3Y | +4.9% | +84.6% | -79.7% | -18.1% |
| All | -15.7% | +151.3% | -167.0% | -44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling