+44.4%
AMGN vs ECL
+1.9%
+42.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.5% |
| 7D | -11.6% | -2.7% | -8.9% | -10.5% |
| 30D | -5.7% | -4.3% | -1.4% | -3.8% |
| 3M | +14.2% | +3.2% | +11.0% | +12.7% |
| 6M | +5.2% | -2.9% | +8.1% | +6.1% |
| YTD | +22.0% | +4.3% | +17.7% | +21.3% |
| All | +44.4% | +1.9% | +42.5% | +44.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling