+64,930.0%
AMGN vs ECL
+14,456.0%
+50,474.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.9% |
| 7D | +1.1% | +2.9% | -1.7% | +0.1% |
| 30D | +9.3% | +7.5% | +1.8% | +6.5% |
| 3M | +12.1% | +12.2% | -0.1% | +7.6% |
| 6M | +40.3% | +24.6% | +15.7% | +29.5% |
| YTD | +45.2% | +18.8% | +26.4% | +36.3% |
| 1Y | +42.4% | +19.3% | +23.1% | +33.4% |
| 3Y | +91.0% | +78.2% | +12.8% | +53.7% |
| 5Y | +157.4% | +38.8% | +118.6% | +120.8% |
| 10Y | +321.0% | +197.8% | +123.2% | +163.8% |
| All | +64,930.0% | +14,456.0% | +50,474.0% | +12,699.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling