+163.4%
AMGN vs REPL
-9.7%
+173.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.4% |
| 7D | -11.6% | -9.6% | -2.1% | -11.4% |
| 30D | -5.7% | +5.7% | -11.4% | -5.8% |
| 3M | +14.2% | +56.4% | -42.2% | +11.5% |
| 6M | +5.2% | +67.4% | -62.3% | -0.5% |
| YTD | +22.0% | +48.7% | -26.7% | +15.7% |
| 1Y | +43.6% | +148.3% | -104.7% | +31.2% |
| 3Y | +65.0% | -26.7% | +91.7% | +46.9% |
| 5Y | +112.0% | -54.1% | +166.2% | +91.1% |
| All | +163.4% | -9.7% | +173.1% | +101.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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