+50.8%
CDE vs AMGN
+57.8%
-7.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.2% |
| 7D | +0.5% | +1.1% | -0.6% | 0.0% |
| 30D | +21.9% | +7.8% | +14.0% | +18.1% |
| 3M | +14.9% | +27.3% | -12.3% | +4.2% |
| 6M | -10.5% | +16.8% | -27.3% | -16.3% |
| YTD | +19.3% | +36.3% | -17.1% | +7.5% |
| 1Y | +50.8% | +60.4% | -9.6% | +29.6% |
| All | +50.8% | +57.8% | -7.0% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 1y: compounded portfolio wealth divided by compounded AMGN 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…
1y analysis · Full analysis span regression · 6 months rolling