+124.7%
AMGN vs DOCN
+88.7%
+36.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.0% | -7.0% | +0.9% |
| 7D | 0.0% | -12.8% | +12.7% | +0.2% |
| 30D | +12.1% | -41.9% | +54.1% | +13.2% |
| 3M | +13.9% | -36.9% | +50.8% | +14.6% |
| 6M | +42.1% | -52.2% | +94.4% | +43.9% |
| YTD | +45.0% | +62.7% | -17.7% | +39.9% |
| 1Y | +49.3% | +58.2% | -8.9% | +44.1% |
| 3Y | +92.8% | +219.5% | -126.7% | +81.6% |
| 5Y | +156.7% | -32.9% | +189.6% | +144.3% |
| All | +124.7% | +88.7% | +36.0% | +112.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling