+84.6%
AMGN vs DOC
+43.2%
+41.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.6% | -3.7% |
| 7D | -0.1% | +6.2% | -6.3% | -2.0% |
| 30D | +14.3% | +6.5% | +7.9% | +12.0% |
| 3M | +13.5% | -6.2% | +19.8% | +15.7% |
| 6M | +41.5% | +25.6% | +15.9% | +30.9% |
| YTD | +43.5% | +32.1% | +11.4% | +29.9% |
| 1Y | +47.9% | +20.3% | +27.6% | +38.5% |
| All | +84.6% | +43.2% | +41.4% | +62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling