+103.4%
AMGN vs CPNG
-49.8%
+153.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.1% | -4.4% | -1.5% |
| 7D | -13.7% | -1.1% | -12.6% | -13.6% |
| 30D | -8.8% | -7.4% | -1.4% | -8.5% |
| 3M | +7.2% | -12.3% | +19.5% | +7.7% |
| 6M | +1.3% | -19.4% | +20.7% | +1.8% |
| YTD | +17.6% | -35.9% | +53.6% | +19.2% |
| 1Y | +37.2% | -53.4% | +90.6% | +40.7% |
| 3Y | +57.7% | -20.0% | +77.7% | +57.6% |
| All | +103.4% | -49.8% | +153.2% | +105.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling