+112.0%
AMGN vs ELF
+230.6%
-118.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.2% |
| 6M | +5.2% | +29.7% | -24.5% | +3.2% |
| YTD | +22.0% | +31.6% | -9.6% | +19.3% |
| 1Y | +43.6% | -27.9% | +71.5% | +44.2% |
| 3Y | +65.0% | -26.4% | +91.4% | +60.6% |
| 5Y | +112.0% | +235.6% | -123.6% | +80.7% |
| All | +112.0% | +230.6% | -118.6% | +80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling