+112.0%
AMGN vs ECL
+25.4%
+86.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.1% |
| 7D | -11.6% | -2.7% | -8.9% | -11.0% |
| 30D | -5.7% | -4.3% | -1.4% | -4.5% |
| 3M | +14.2% | +3.2% | +11.0% | +13.3% |
| 6M | +5.2% | -2.9% | +8.1% | +5.9% |
| YTD | +22.0% | +4.3% | +17.7% | +20.7% |
| 1Y | +43.6% | +1.6% | +42.0% | +42.7% |
| 3Y | +65.0% | +54.3% | +10.7% | +50.2% |
| 5Y | +112.0% | +26.5% | +85.6% | +98.4% |
| All | +112.0% | +25.4% | +86.7% | +98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling