+3,574.7%
STX vs AMGN
+217.4%
+3,357.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.6% | -1.9% |
| 7D | +9.6% | -11.6% | +21.2% | +13.5% |
| 30D | +10.6% | -5.7% | +16.3% | +11.7% |
| 3M | +4.8% | +14.2% | -9.4% | -2.2% |
| 6M | +137.3% | +5.2% | +132.1% | +127.9% |
| YTD | +222.5% | +22.0% | +200.5% | +191.4% |
| 1Y | +366.2% | +43.6% | +322.6% | +293.4% |
| 3Y | +1,352.9% | +65.0% | +1,287.9% | +1,023.1% |
| 5Y | +1,077.4% | +112.0% | +965.4% | +698.6% |
| All | +3,574.7% | +217.4% | +3,357.2% | +1,889.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling