+103.4%
AMGN vs CNI
+12.6%
+90.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.6% |
| 7D | -13.7% | -0.4% | -13.3% | -13.6% |
| 30D | -8.8% | -2.7% | -6.1% | -8.1% |
| 3M | +7.2% | +3.9% | +3.3% | +5.9% |
| 6M | +1.3% | +16.4% | -15.1% | -3.6% |
| YTD | +17.6% | +25.8% | -8.2% | +9.0% |
| 1Y | +37.2% | +32.4% | +4.8% | +25.0% |
| 3Y | +57.7% | +19.1% | +38.7% | +47.4% |
| All | +103.4% | +12.6% | +90.8% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 5y: compounded portfolio wealth divided by compounded CNI 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…
5y analysis · Full analysis span regression · 6 months rolling