+42.4%
AMGN vs ELF
+53.2%
-10.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.2% | -0.8% |
| 7D | +1.1% | +1.6% | -0.4% | +0.9% |
| 30D | +9.3% | +9.1% | +0.2% | +7.9% |
| 3M | +12.1% | +28.2% | -16.1% | +8.7% |
| 6M | +40.3% | +119.5% | -79.3% | +27.8% |
| YTD | +45.2% | +55.2% | -10.0% | +33.4% |
| 1Y | +42.4% | +58.6% | -16.2% | +29.7% |
| All | +42.4% | +53.2% | -10.8% | +29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling