+63.6%
AMGN vs ELV
-7.6%
+71.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | -11.6% | -2.2% | -9.4% | -11.2% |
| 30D | -5.7% | -0.2% | -5.5% | -5.6% |
| 3M | +14.2% | -6.1% | +20.3% | +15.4% |
| 6M | +5.2% | +42.8% | -37.6% | -3.0% |
| YTD | +22.0% | +14.4% | +7.6% | +17.2% |
| 1Y | +43.6% | +28.6% | +15.0% | +33.5% |
| All | +63.6% | -7.6% | +71.2% | +58.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling