+258.4%
AMGN vs ELF
+373.0%
-114.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +3.9% | +0.1% |
| 7D | +1.5% | +3.4% | -1.9% | +1.2% |
| 30D | +13.1% | +5.0% | +8.2% | +12.7% |
| 3M | +12.9% | +22.6% | -9.7% | +11.3% |
| 6M | +40.8% | +104.0% | -63.2% | +33.8% |
| YTD | +45.6% | +49.3% | -3.7% | +40.7% |
| 1Y | +42.7% | +46.0% | -3.3% | +38.1% |
| 3Y | +91.2% | +19.4% | +71.8% | +80.6% |
| 5Y | +158.1% | +262.0% | -103.9% | +119.8% |
| 10Y | +322.3% | +320.5% | +1.8% | +233.8% |
| All | +258.4% | +373.0% | -114.7% | +183.4% |
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