+65.7%
AMGN vs CNC
+122.0%
-56.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +12.6% | -8.9% | +3.0% |
| 7D | +5.9% | +13.4% | -7.5% | +5.1% |
| 30D | +18.7% | +18.2% | +0.5% | +17.7% |
| 3M | +23.4% | +18.6% | +4.8% | +22.4% |
| 6M | +49.7% | +41.9% | +7.8% | +48.1% |
| YTD | +49.2% | +84.7% | -35.5% | +46.4% |
| 1Y | +65.7% | +110.5% | -44.8% | +57.7% |
| All | +65.7% | +122.0% | -56.3% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 1y: compounded portfolio wealth divided by compounded CNC 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…
1y analysis · Full analysis span regression · 6 months rolling