+325.7%
AMGN vs CNH
+106.0%
+219.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +1.1% | +3.0% | -1.9% | +0.5% |
| 30D | +9.3% | -0.6% | +9.9% | +9.2% |
| 3M | +12.1% | +14.6% | -2.5% | +8.8% |
| 6M | +40.3% | +11.8% | +28.5% | +36.1% |
| YTD | +45.2% | +30.4% | +14.8% | +36.6% |
| 1Y | +42.4% | +19.1% | +23.4% | +36.1% |
| 3Y | +91.0% | +30.2% | +60.9% | +76.6% |
| 5Y | +157.4% | -17.8% | +175.2% | +152.8% |
| All | +325.7% | +106.0% | +219.7% | +253.3% |
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