+65.8%
AMGN vs CNP
+54.5%
+11.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +1.1% | -11.2% | -10.4% |
| 7D | -10.3% | +1.6% | -11.9% | -10.7% |
| 30D | -3.8% | -0.8% | -3.0% | -3.6% |
| 3M | +14.4% | -3.6% | +17.9% | +15.5% |
| 6M | +7.8% | -6.9% | +14.8% | +10.0% |
| YTD | +22.6% | +6.4% | +16.2% | +20.1% |
| 1Y | +44.2% | +9.9% | +34.3% | +39.7% |
| 3Y | +65.8% | +53.1% | +12.7% | +42.6% |
| All | +65.8% | +54.5% | +11.3% | +42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling