+43.6%
AMGN vs CNH
+22.6%
+21.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.9% |
| 7D | -11.6% | +1.8% | -13.5% | -11.7% |
| 30D | -5.7% | +32.6% | -38.3% | -9.7% |
| 3M | +14.2% | +29.4% | -15.2% | +9.5% |
| 6M | +5.2% | +26.0% | -20.8% | +1.2% |
| YTD | +22.0% | +52.2% | -30.2% | +16.1% |
| 1Y | +43.6% | +23.9% | +19.8% | +34.0% |
| All | +43.6% | +22.6% | +21.1% | +34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling