+56.1%
CDE vs AMGN
+206.2%
-150.1%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.8% |
| 7D | -3.1% | -13.7% | +10.6% | +3.3% |
| 30D | +9.5% | -8.8% | +18.3% | +14.0% |
| 3M | +25.5% | +7.2% | +18.3% | +21.3% |
| 6M | -7.9% | +1.3% | -9.2% | -8.7% |
| YTD | +15.6% | +17.6% | -2.1% | +6.8% |
| 1Y | +34.0% | +37.2% | -3.1% | +15.2% |
| 3Y | +791.9% | +57.7% | +734.2% | +592.2% |
| 5Y | +197.7% | +106.3% | +91.5% | +101.1% |
| All | +56.1% | +206.2% | -150.1% | +4.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling