+92.8%
AMGN vs CNH
+32.9%
+59.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.9% | -9.9% | -0.8% |
| 7D | 0.0% | +8.6% | -8.6% | -1.5% |
| 30D | +12.1% | +12.6% | -0.4% | +9.8% |
| 3M | +13.9% | +17.5% | -3.6% | +10.4% |
| 6M | +42.1% | +18.1% | +24.0% | +37.2% |
| YTD | +45.0% | +40.4% | +4.7% | +35.7% |
| 1Y | +49.3% | +34.0% | +15.3% | +40.6% |
| 3Y | +92.8% | +35.3% | +57.5% | +80.4% |
| All | +92.8% | +32.9% | +59.8% | +80.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling