+3,476.8%
STX vs AMGN
+210.3%
+3,266.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.4% | -1.9% |
| 7D | +8.0% | -13.9% | +21.9% | +12.8% |
| 30D | +5.1% | -7.1% | +12.2% | +6.7% |
| 3M | +5.8% | +13.9% | -8.2% | -1.3% |
| 6M | +124.9% | +3.2% | +121.7% | +117.3% |
| YTD | +213.9% | +19.2% | +194.7% | +185.7% |
| 1Y | +350.4% | +41.1% | +309.3% | +282.1% |
| 3Y | +1,314.2% | +61.3% | +1,252.9% | +1,001.3% |
| 5Y | +1,092.8% | +109.1% | +983.7% | +711.7% |
| All | +3,476.8% | +210.3% | +3,266.5% | +1,850.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling