+2,285.7%
STM vs AMGN
+9,279.6%
-6,993.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.4% | +2.5% |
| 7D | +5.8% | +1.1% | +4.7% | +5.3% |
| 30D | -1.0% | +7.8% | -8.8% | -4.4% |
| 3M | -33.3% | +27.3% | -60.5% | -40.4% |
| 6M | +57.4% | +16.8% | +40.5% | +45.7% |
| YTD | +102.2% | +36.3% | +65.9% | +74.8% |
| 1Y | +99.6% | +60.4% | +39.2% | +60.3% |
| 3Y | +14.5% | +86.3% | -71.8% | -15.5% |
| 5Y | +21.4% | +125.7% | -104.3% | -18.7% |
| 10Y | +695.0% | +247.0% | +447.9% | +334.8% |
| All | +2,285.7% | +9,279.6% | -6,993.8% | +324.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling