+874.0%
AMGN vs CNC
+5,287.0%
-4,413.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -11.6% | -4.9% | -6.8% | -10.8% |
| 30D | -5.7% | -3.8% | -1.9% | -5.0% |
| 3M | +14.2% | -3.2% | +17.5% | +14.6% |
| 6M | +5.2% | +47.9% | -42.7% | -2.6% |
| YTD | +22.0% | +55.7% | -33.7% | +11.4% |
| 1Y | +43.6% | +106.2% | -62.6% | +24.2% |
| 3Y | +65.0% | -2.1% | +67.1% | +56.6% |
| 5Y | +112.0% | +3.4% | +108.7% | +96.8% |
| 10Y | +216.6% | +91.7% | +124.9% | +155.8% |
| All | +874.0% | +5,287.0% | -4,413.0% | +323.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling