+60,958.4%
AMGN vs CNP
+1,826.3%
+59,132.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | +1.1% | +1.1% | 0.0% | +0.9% |
| 30D | +7.8% | -1.8% | +9.7% | +8.2% |
| 3M | +27.3% | -4.6% | +31.9% | +28.4% |
| 6M | +16.8% | -8.8% | +25.7% | +18.9% |
| YTD | +36.3% | +5.2% | +31.1% | +34.6% |
| 1Y | +60.4% | +8.3% | +52.1% | +57.4% |
| 3Y | +86.3% | +54.9% | +31.5% | +69.3% |
| 5Y | +125.7% | +73.5% | +52.2% | +99.3% |
| 10Y | +247.0% | +139.1% | +107.9% | +177.8% |
| All | +60,958.4% | +1,826.3% | +59,132.0% | +25,502.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling