+215.1%
AMGN vs REPL
+36.1%
+179.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.4% | +7.1% | +0.8% |
| 7D | -2.2% | +5.3% | -7.4% | -2.3% |
| 30D | +12.1% | +66.6% | -54.5% | +10.5% |
| 3M | +13.6% | +59.6% | -45.9% | +12.1% |
| 6M | +43.9% | +482.4% | -438.4% | +33.4% |
| YTD | +45.9% | +124.1% | -78.1% | +36.7% |
| 1Y | +42.1% | +138.6% | -96.4% | +32.8% |
| 3Y | +91.6% | +96.0% | -4.5% | +62.1% |
| 5Y | +158.5% | -35.4% | +193.9% | +131.6% |
| All | +215.1% | +36.1% | +179.0% | +138.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling