+193.5%
AMGN vs ELF
+299.0%
-105.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.3% | +2.1% | -2.0% |
| 7D | -13.9% | -10.8% | -3.0% | -13.2% |
| 30D | -7.1% | +0.8% | -8.0% | -7.2% |
| 3M | +13.9% | +64.8% | -50.9% | +10.0% |
| 6M | +3.2% | +19.0% | -15.7% | +1.6% |
| YTD | +19.2% | +25.9% | -6.7% | +16.6% |
| 1Y | +41.1% | -28.8% | +69.9% | +42.2% |
| 3Y | +61.3% | -29.6% | +90.9% | +57.9% |
| 5Y | +109.1% | +216.2% | -107.2% | +79.6% |
| All | +193.5% | +299.0% | -105.5% | +134.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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