+3,713.0%
AMGN vs CNI
+6,494.7%
-2,781.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.2% |
| 7D | -11.6% | +0.9% | -12.5% | -11.9% |
| 30D | -5.7% | -2.1% | -3.6% | -5.1% |
| 3M | +14.2% | +1.8% | +12.4% | +13.4% |
| 6M | +5.2% | +14.8% | -9.6% | +0.3% |
| YTD | +22.0% | +25.4% | -3.4% | +12.7% |
| 1Y | +43.6% | +32.9% | +10.7% | +30.1% |
| 3Y | +65.0% | +20.2% | +44.8% | +53.1% |
| 5Y | +112.0% | +12.2% | +99.9% | +98.4% |
| 10Y | +216.6% | +136.0% | +80.6% | +127.6% |
| All | +3,713.0% | +6,494.7% | -2,781.7% | +901.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling