+216.6%
AMGN vs CNH
+157.1%
+59.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.9% |
| 7D | -11.6% | +1.8% | -13.5% | -11.9% |
| 30D | -5.7% | +32.6% | -38.3% | -10.5% |
| 3M | +14.2% | +29.4% | -15.2% | +8.5% |
| 6M | +5.2% | +26.0% | -20.8% | 0.0% |
| YTD | +22.0% | +52.2% | -30.2% | +12.0% |
| 1Y | +43.6% | +23.9% | +19.8% | +36.6% |
| 3Y | +65.0% | +10.1% | +54.9% | +57.6% |
| 5Y | +112.0% | +13.2% | +98.9% | +95.9% |
| 10Y | +216.6% | +160.7% | +55.9% | +130.2% |
| All | +216.6% | +157.1% | +59.4% | +130.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling