+5,359.2%
AMGN vs EL
+1,685.7%
+3,673.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.0% | -4.5% | -2.2% |
| 7D | +1.1% | +0.8% | +0.3% | +0.9% |
| 30D | +7.8% | +19.8% | -12.0% | +3.7% |
| 3M | +27.3% | +25.7% | +1.5% | +21.0% |
| 6M | +16.8% | +5.4% | +11.4% | +14.3% |
| YTD | +36.3% | +0.2% | +36.1% | +33.7% |
| 1Y | +60.4% | +20.4% | +40.0% | +50.6% |
| 3Y | +86.3% | -32.1% | +118.5% | +88.7% |
| 5Y | +125.7% | -67.2% | +192.8% | +162.6% |
| 10Y | +247.0% | +31.7% | +215.3% | +180.6% |
| All | +5,359.2% | +1,685.7% | +3,673.5% | +2,367.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling