+189.0%
CDE vs AMGN
+103.1%
+85.9%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.7% |
| 7D | -3.1% | -13.7% | +10.6% | +2.7% |
| 30D | +9.5% | -8.8% | +18.3% | +13.5% |
| 3M | +25.5% | +7.2% | +18.3% | +22.0% |
| 6M | -7.9% | +1.3% | -9.2% | -8.5% |
| YTD | +15.6% | +17.6% | -2.1% | +8.2% |
| 1Y | +34.0% | +37.2% | -3.1% | +17.9% |
| 3Y | +791.9% | +57.7% | +734.2% | +599.2% |
| All | +189.0% | +103.1% | +85.9% | +86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling