+199.6%
AMGN vs CNP
+137.1%
+62.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.8% |
| 7D | -13.9% | -2.2% | -11.7% | -13.4% |
| 30D | -7.1% | -2.1% | -5.1% | -6.7% |
| 3M | +13.9% | -7.9% | +21.8% | +16.3% |
| 6M | +3.2% | -8.3% | +11.6% | +5.5% |
| YTD | +19.2% | +3.8% | +15.5% | +17.7% |
| 1Y | +41.1% | +5.9% | +35.3% | +38.4% |
| 3Y | +61.3% | +49.3% | +12.0% | +43.1% |
| 5Y | +109.1% | +69.3% | +39.8% | +78.1% |
| All | +199.6% | +137.1% | +62.5% | +126.5% |
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