+199.6%
AMGN vs ECL
+155.8%
+43.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | -13.9% | -2.6% | -11.2% | -13.0% |
| 30D | -7.1% | -4.6% | -2.6% | -5.6% |
| 3M | +13.9% | +6.0% | +7.9% | +11.6% |
| 6M | +3.2% | -3.0% | +6.2% | +4.2% |
| YTD | +19.2% | +4.0% | +15.2% | +17.4% |
| 1Y | +41.1% | +2.0% | +39.1% | +39.6% |
| 3Y | +61.3% | +53.9% | +7.4% | +37.2% |
| 5Y | +109.1% | +27.1% | +81.9% | +88.2% |
| All | +199.6% | +155.8% | +43.8% | +80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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