+345.5%
AMGN vs DOC
+14.9%
+330.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.6% | -3.7% |
| 7D | -0.1% | +6.2% | -6.3% | -1.6% |
| 30D | +14.3% | +6.5% | +7.9% | +12.5% |
| 3M | +13.5% | -6.2% | +19.8% | +15.3% |
| 6M | +41.5% | +25.6% | +15.9% | +32.9% |
| YTD | +43.5% | +32.1% | +11.4% | +32.8% |
| 1Y | +47.9% | +20.3% | +27.6% | +40.1% |
| 3Y | +86.6% | +42.7% | +43.9% | +68.5% |
| 5Y | +151.6% | -22.2% | +173.7% | +158.5% |
| All | +345.5% | +14.9% | +330.6% | +316.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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