+160.1%
AMGN vs REPL
-35.0%
+195.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +1.1% | +1.2% | -0.1% | +1.1% |
| 30D | +9.3% | +92.2% | -82.9% | +8.3% |
| 3M | +12.1% | +44.1% | -32.0% | +11.5% |
| 6M | +40.3% | +313.0% | -272.8% | +36.1% |
| YTD | +45.2% | +125.2% | -80.0% | +40.6% |
| 1Y | +42.4% | +143.8% | -101.3% | +37.7% |
| 3Y | +91.0% | +104.2% | -13.2% | +73.4% |
| All | +160.1% | -35.0% | +195.1% | +146.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling