+60.4%
AMGN vs DOCN
+254.3%
-193.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -1.6% |
| 7D | +1.1% | +1.1% | 0.0% | +1.1% |
| 30D | +7.8% | -9.6% | +17.5% | +8.0% |
| 3M | +27.3% | -37.7% | +64.9% | +29.3% |
| 6M | +16.8% | +115.2% | -98.4% | +4.9% |
| YTD | +36.3% | +133.7% | -97.4% | +19.7% |
| 1Y | +60.4% | +250.2% | -189.7% | +28.5% |
| All | +60.4% | +254.3% | -193.9% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 1y: compounded portfolio wealth divided by compounded DOCN 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…
1y analysis · Full analysis span regression · 6 months rolling