+16,011.1%
STX vs AMGN
+1,294.1%
+14,717.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.6% | +7.9% | +7.0% |
| 7D | +2.4% | +1.1% | +1.2% | +1.8% |
| 30D | +1.4% | +7.8% | -6.4% | -2.2% |
| 3M | -8.2% | +27.3% | -35.5% | -18.5% |
| 6M | +127.0% | +16.8% | +110.2% | +108.6% |
| YTD | +209.1% | +36.3% | +172.8% | +164.4% |
| 1Y | +365.4% | +60.4% | +305.0% | +269.3% |
| 3Y | +1,135.4% | +86.3% | +1,049.0% | +788.4% |
| 5Y | +991.5% | +125.7% | +865.8% | +607.7% |
| 10Y | +3,695.8% | +247.0% | +3,448.8% | +1,825.8% |
| All | +16,011.1% | +1,294.1% | +14,717.0% | +4,326.5% |
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 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