+1,144.9%
STX vs AMGN
+107.5%
+1,037.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -10.1% | +16.6% | +8.1% |
| 7D | +10.7% | -10.3% | +21.0% | +12.4% |
| 30D | +11.3% | -3.8% | +15.0% | +11.2% |
| 3M | +3.2% | +14.4% | -11.2% | -1.6% |
| 6M | +157.0% | +7.8% | +149.1% | +148.7% |
| YTD | +229.2% | +22.6% | +206.6% | +206.4% |
| 1Y | +381.8% | +44.2% | +337.6% | +325.7% |
| 3Y | +1,383.2% | +65.8% | +1,317.4% | +1,126.0% |
| 5Y | +1,144.9% | +108.0% | +1,036.9% | +806.4% |
| All | +1,144.9% | +107.5% | +1,037.3% | +806.4% |
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 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