+134.3%
AMGN vs ELAN
-28.2%
+162.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.5% |
| 7D | -13.7% | -5.4% | -8.3% | -12.9% |
| 30D | -8.8% | +4.7% | -13.5% | -9.4% |
| 3M | +7.2% | -3.7% | +10.9% | +7.6% |
| 6M | +1.3% | -1.2% | +2.5% | +0.7% |
| YTD | +17.6% | +2.4% | +15.3% | +16.2% |
| 1Y | +37.2% | +23.4% | +13.8% | +31.5% |
| 3Y | +57.7% | +96.7% | -38.9% | +36.2% |
| 5Y | +106.3% | -30.6% | +136.8% | +112.8% |
| All | +134.3% | -28.2% | +162.5% | +130.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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