+101.7%
AMGN vs CPNG
-76.7%
+178.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -3.1% | -6.9% | -10.0% |
| 7D | -10.3% | -6.3% | -4.0% | -10.1% |
| 30D | -3.8% | -8.7% | +5.0% | -3.5% |
| 3M | +14.4% | -2.4% | +16.8% | +14.3% |
| 6M | +7.8% | -22.3% | +30.2% | +8.4% |
| YTD | +22.6% | -37.2% | +59.8% | +24.0% |
| 1Y | +44.2% | -53.0% | +97.2% | +47.1% |
| 3Y | +65.8% | -20.0% | +85.8% | +65.8% |
| 5Y | +108.0% | -52.8% | +160.7% | +105.5% |
| All | +101.7% | -76.7% | +178.3% | +96.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling