+9,929.9%
STX vs AMGN
+1,384.8%
+8,545.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.0% |
| 7D | +14.6% | +1.1% | +13.5% | +14.1% |
| 30D | -26.0% | +9.3% | -35.2% | -28.6% |
| 3M | -42.6% | +12.1% | -54.7% | -45.8% |
| 6M | -35.3% | +40.3% | -75.5% | -45.2% |
| YTD | +92.5% | +45.2% | +47.3% | +59.4% |
| 1Y | +102.4% | +42.4% | +60.0% | +68.7% |
| 3Y | +673.8% | +91.0% | +582.8% | +449.9% |
| 5Y | +463.1% | +157.4% | +305.7% | +242.9% |
| 10Y | +2,014.6% | +321.0% | +1,693.6% | +882.5% |
| All | +9,929.9% | +1,384.8% | +8,545.0% | +2,569.2% |
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