+63.6%
AMGN vs ELF
-27.2%
+90.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | -0.2% |
| 7D | -11.6% | -6.8% | -4.9% | -11.2% |
| 30D | -5.7% | +5.1% | -10.7% | -5.9% |
| 3M | +14.2% | +79.8% | -65.6% | +10.0% |
| 6M | +5.2% | +29.7% | -24.5% | +3.1% |
| YTD | +22.0% | +31.6% | -9.6% | +19.2% |
| 1Y | +43.6% | -27.9% | +71.5% | +44.1% |
| All | +63.6% | -27.2% | +90.7% | +54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling