+160.1%
AMGN vs CDNS
+76.7%
+83.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | 0.0% |
| 7D | +1.1% | +1.0% | +0.2% | +1.0% |
| 30D | +9.3% | -2.0% | +11.2% | +9.4% |
| 3M | +12.1% | -0.2% | +12.3% | +11.8% |
| 6M | +40.3% | -8.9% | +49.2% | +40.5% |
| YTD | +45.2% | +3.3% | +41.8% | +42.7% |
| 1Y | +42.4% | +2.2% | +40.2% | +40.1% |
| 3Y | +91.0% | +22.4% | +68.7% | +81.2% |
| All | +160.1% | +76.7% | +83.4% | +135.8% |
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