+199.6%
AMGN vs CDNS
+1,042.5%
-843.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.4% | -2.3% |
| 7D | -13.9% | -6.5% | -7.3% | -12.7% |
| 30D | -7.1% | -13.0% | +5.9% | -4.8% |
| 3M | +13.9% | -26.0% | +39.9% | +20.1% |
| 6M | +3.2% | -2.8% | +6.1% | +2.2% |
| YTD | +19.2% | -8.8% | +28.1% | +19.2% |
| 1Y | +41.1% | -15.8% | +57.0% | +43.1% |
| 3Y | +61.3% | +19.7% | +41.6% | +46.6% |
| 5Y | +109.1% | +70.8% | +38.3% | +67.9% |
| All | +199.6% | +1,042.5% | -843.0% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 CDNS 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