+93.5%
AMGN vs CPNG
-76.2%
+169.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.1% | -4.4% | -1.4% |
| 7D | -13.7% | -1.1% | -12.6% | -13.7% |
| 30D | -8.8% | -7.4% | -1.4% | -8.6% |
| 3M | +7.2% | -12.3% | +19.5% | +7.6% |
| 6M | +1.3% | -19.4% | +20.7% | +1.7% |
| YTD | +17.6% | -35.9% | +53.6% | +18.9% |
| 1Y | +37.2% | -53.4% | +90.6% | +39.9% |
| 3Y | +57.7% | -20.0% | +77.7% | +57.7% |
| 5Y | +106.3% | -49.6% | +155.8% | +104.0% |
| All | +93.5% | -76.2% | +169.7% | +88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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