+103.4%
AMGN vs CDNS
+72.4%
+31.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.5% |
| 7D | -13.7% | -1.1% | -12.6% | -13.6% |
| 30D | -8.8% | -10.4% | +1.6% | -7.9% |
| 3M | +7.2% | -24.6% | +31.8% | +9.9% |
| 6M | +1.3% | -1.6% | +2.9% | +0.3% |
| YTD | +17.6% | -7.4% | +25.1% | +17.1% |
| 1Y | +37.2% | -18.4% | +55.6% | +38.4% |
| 3Y | +57.7% | +19.0% | +38.8% | +50.4% |
| All | +103.4% | +72.4% | +31.0% | +83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling