+54,805.5%
AMGN vs CDNS
+5,916.4%
+48,889.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.9% | -7.1% | -9.6% |
| 7D | -10.3% | -9.2% | -1.0% | -8.7% |
| 30D | -3.8% | -16.3% | +12.5% | -0.9% |
| 3M | +14.4% | -27.9% | +42.3% | +20.7% |
| 6M | +7.8% | -4.3% | +12.1% | +7.5% |
| YTD | +22.6% | -9.1% | +31.7% | +23.0% |
| 1Y | +44.2% | -21.2% | +65.4% | +48.0% |
| 3Y | +65.8% | +19.4% | +46.4% | +54.8% |
| 5Y | +108.0% | +71.6% | +36.4% | +77.8% |
| 10Y | +209.9% | +1,005.1% | -795.2% | +86.0% |
| All | +54,805.5% | +5,916.4% | +48,889.1% | +17,002.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling