+0.9%
ABT vs DOCS
-54.0%
+54.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.6% | -1.4% |
| 7D | +8.6% | -1.3% | +10.0% | +8.7% |
| 30D | +16.4% | +19.4% | -3.0% | +15.2% |
| 3M | +8.1% | +53.4% | -45.3% | +4.9% |
| 6M | +32.1% | +28.8% | +3.3% | +29.1% |
| YTD | -7.1% | -25.1% | +18.0% | -6.0% |
| 1Y | -6.5% | -48.1% | +41.6% | -3.2% |
| 3Y | +26.2% | +51.4% | -25.1% | +16.2% |
| 5Y | +0.9% | -51.1% | +52.0% | -3.3% |
| All | +0.9% | -54.0% | +54.9% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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