+935.7%
AMGN vs ELV
+2,409.5%
-1,473.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.4% | -8.7% | -9.7% |
| 7D | -10.3% | -0.3% | -10.0% | -10.2% |
| 30D | -3.8% | +2.0% | -5.7% | -4.3% |
| 3M | +14.4% | -3.5% | +17.9% | +15.0% |
| 6M | +7.8% | +40.2% | -32.4% | -3.0% |
| YTD | +22.6% | +15.8% | +6.7% | +15.6% |
| 1Y | +44.2% | +33.2% | +11.0% | +30.2% |
| 3Y | +65.8% | -6.2% | +72.0% | +62.7% |
| 5Y | +108.0% | +16.4% | +91.6% | +87.7% |
| 10Y | +209.9% | +259.8% | -49.9% | +89.6% |
| All | +935.7% | +2,409.5% | -1,473.9% | +279.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling