+108.0%
AMGN vs REPL
-53.9%
+161.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.8% | -8.3% | -10.1% |
| 7D | -10.3% | -5.7% | -4.5% | -10.2% |
| 30D | -3.8% | +22.5% | -26.2% | -4.0% |
| 3M | +14.4% | +64.7% | -50.3% | +13.1% |
| 6M | +7.8% | +83.0% | -75.2% | +4.7% |
| YTD | +22.6% | +52.0% | -29.4% | +19.4% |
| 1Y | +44.2% | +144.5% | -100.3% | +37.9% |
| 3Y | +65.8% | -25.1% | +90.9% | +56.0% |
| 5Y | +108.0% | -52.9% | +160.8% | +96.4% |
| All | +108.0% | -53.9% | +161.9% | +96.4% |
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