+199.6%
AMGN vs EL
+25.3%
+174.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.9% |
| 7D | -13.9% | -4.4% | -9.5% | -13.2% |
| 30D | -7.1% | +10.3% | -17.4% | -8.7% |
| 3M | +13.9% | +13.4% | +0.5% | +11.4% |
| 6M | +3.2% | +3.1% | +0.2% | +2.0% |
| YTD | +19.2% | -6.9% | +26.2% | +19.0% |
| 1Y | +41.1% | +11.9% | +29.2% | +35.9% |
| 3Y | +61.3% | -33.8% | +95.1% | +65.0% |
| 5Y | +109.1% | -69.0% | +178.0% | +150.0% |
| All | +199.6% | +25.3% | +174.3% | +147.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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