+483.8%
STX vs AMGN
+154.9%
+328.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -17.3% | +0.9% | -18.1% | -17.3% |
| 30D | -35.9% | +12.1% | -48.1% | -37.1% |
| 3M | -37.3% | +12.2% | -49.5% | -38.9% |
| 6M | -35.8% | +42.1% | -78.0% | -41.4% |
| YTD | +82.7% | +45.0% | +37.7% | +65.5% |
| 1Y | +71.6% | +47.7% | +23.9% | +54.2% |
| 3Y | +635.3% | +90.4% | +544.9% | +497.0% |
| 5Y | +483.8% | +154.9% | +328.8% | +312.5% |
| All | +483.8% | +154.9% | +328.9% | +312.5% |
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 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