+64,196.9%
AMGN vs DOC
+2,947.9%
+61,248.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -1.2% | +6.5% | -7.7% | -2.6% |
| 30D | +11.5% | +9.2% | +2.3% | +9.3% |
| 3M | +14.4% | -2.5% | +16.9% | +15.0% |
| 6M | +40.9% | +7.1% | +33.8% | +38.6% |
| YTD | +43.5% | +33.0% | +10.6% | +33.9% |
| 1Y | +49.9% | +23.3% | +26.7% | +42.2% |
| 3Y | +84.6% | +44.9% | +39.7% | +67.9% |
| 5Y | +151.6% | -21.6% | +173.2% | +158.6% |
| 10Y | +358.2% | +17.4% | +340.8% | +314.4% |
| All | +64,196.9% | +2,947.9% | +61,248.9% | +24,285.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling