+42.4%
AMGN vs ECL
+19.9%
+22.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -1.2% |
| 7D | +1.1% | +2.9% | -1.7% | -0.4% |
| 30D | +9.3% | +7.5% | +1.8% | +5.3% |
| 3M | +12.1% | +12.2% | -0.1% | +5.6% |
| 6M | +40.3% | +24.6% | +15.7% | +25.6% |
| YTD | +45.2% | +18.8% | +26.4% | +34.0% |
| 1Y | +42.4% | +19.3% | +23.1% | +31.2% |
| All | +42.4% | +19.9% | +22.5% | +31.2% |
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