+235.5%
AMGN vs ELF
+357.0%
-121.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -1.7% |
| 7D | +1.1% | +5.4% | -4.2% | +0.7% |
| 30D | +7.8% | +27.0% | -19.1% | +6.1% |
| 3M | +27.3% | +113.2% | -85.9% | +20.7% |
| 6M | +16.8% | +36.6% | -19.7% | +13.8% |
| YTD | +36.3% | +44.2% | -7.9% | +32.1% |
| 1Y | +60.4% | -18.0% | +78.4% | +60.0% |
| 3Y | +86.3% | -19.9% | +106.3% | +80.8% |
| 5Y | +125.7% | +257.7% | -132.0% | +92.2% |
| All | +235.5% | +357.0% | -121.5% | +166.0% |
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