+195.5%
AMGN vs ELV
+280.2%
-84.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.9% | -1.5% |
| 7D | -13.7% | +3.2% | -16.9% | -14.5% |
| 30D | -8.8% | +5.4% | -14.2% | -10.2% |
| 3M | +7.2% | +5.4% | +1.8% | +5.1% |
| 6M | +1.3% | +45.7% | -44.4% | -9.7% |
| YTD | +17.6% | +21.2% | -3.5% | +9.6% |
| 1Y | +37.2% | +35.6% | +1.6% | +23.3% |
| 3Y | +57.7% | -2.0% | +59.7% | +53.0% |
| 5Y | +106.3% | +26.0% | +80.3% | +80.7% |
| All | +195.5% | +280.2% | -84.7% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 10y: compounded portfolio wealth divided by compounded ELV 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…
10y analysis · Full analysis span regression · 6 months rolling