+257.3%
AMGN vs ELF
+391.6%
-134.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.2% | -0.6% |
| 7D | +1.1% | +1.6% | -0.4% | +1.0% |
| 30D | +9.3% | +9.1% | +0.2% | +8.6% |
| 3M | +12.1% | +28.2% | -16.1% | +10.2% |
| 6M | +40.3% | +119.5% | -79.3% | +32.6% |
| YTD | +45.2% | +55.2% | -10.0% | +39.9% |
| 1Y | +42.4% | +58.6% | -16.2% | +37.0% |
| 3Y | +91.0% | +21.3% | +69.8% | +80.3% |
| 5Y | +157.4% | +276.2% | -118.8% | +118.6% |
| 10Y | +321.0% | +337.0% | -16.0% | +231.9% |
| All | +257.3% | +391.6% | -134.3% | +181.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling