+496.2%
AMGN vs CNH
+40.2%
+456.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | +0.8% |
| 7D | +0.9% | +4.5% | -3.7% | -0.1% |
| 30D | +12.1% | +7.6% | +4.5% | +10.4% |
| 3M | +12.2% | +17.0% | -4.8% | +8.3% |
| 6M | +42.1% | +12.9% | +29.2% | +37.4% |
| YTD | +45.0% | +34.3% | +10.8% | +35.4% |
| 1Y | +47.7% | +28.5% | +19.2% | +38.8% |
| 3Y | +90.4% | +31.9% | +58.6% | +74.9% |
| 5Y | +154.9% | -9.6% | +164.5% | +145.0% |
| 10Y | +313.6% | +106.3% | +207.3% | +214.4% |
| All | +496.2% | +40.2% | +456.0% | +380.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling