+325.7%
AMGN vs CNP
+146.5%
+179.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | +1.1% | +1.3% | -0.2% | +0.8% |
| 30D | +9.3% | +3.8% | +5.5% | +8.1% |
| 3M | +12.1% | +2.4% | +9.7% | +11.2% |
| 6M | +40.3% | -1.2% | +41.4% | +40.4% |
| YTD | +45.2% | +9.3% | +35.9% | +41.2% |
| 1Y | +42.4% | +6.4% | +36.0% | +39.5% |
| 3Y | +91.0% | +66.4% | +24.7% | +64.3% |
| 5Y | +157.4% | +75.7% | +81.7% | +116.6% |
| All | +325.7% | +146.5% | +179.2% | +211.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling