+137.5%
AMGN vs ELAN
-29.1%
+166.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -1.8% |
| 7D | -13.9% | -6.4% | -7.5% | -13.0% |
| 30D | -7.1% | +0.6% | -7.7% | -7.2% |
| 3M | +13.9% | 0.0% | +14.0% | +13.7% |
| 6M | +3.2% | -3.4% | +6.7% | +3.0% |
| YTD | +19.2% | +1.0% | +18.2% | +18.0% |
| 1Y | +41.1% | +24.7% | +16.4% | +35.1% |
| 3Y | +61.3% | +97.2% | -35.9% | +39.2% |
| 5Y | +109.1% | -31.5% | +140.6% | +116.1% |
| All | +137.5% | -29.1% | +166.6% | +134.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling