+154.9%
AMGN vs ESTC
-52.1%
+207.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.1% |
| 7D | +0.9% | -3.6% | +4.4% | +0.9% |
| 30D | +12.1% | -11.2% | +23.3% | +12.3% |
| 3M | +12.2% | +14.3% | -2.2% | +11.8% |
| 6M | +42.1% | +67.0% | -24.8% | +40.6% |
| YTD | +45.0% | +15.7% | +29.4% | +44.7% |
| 1Y | +47.7% | -6.3% | +54.0% | +48.2% |
| 3Y | +90.4% | +14.5% | +75.9% | +87.8% |
| 5Y | +154.9% | -49.9% | +204.8% | +158.2% |
| All | +154.9% | -52.1% | +207.0% | +158.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 5y: compounded portfolio wealth divided by compounded ESTC 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…
5y analysis · Full analysis span regression · 6 months rolling