+124.9%
AMGN vs DOCN
+108.0%
+16.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | -0.2% |
| 7D | +1.1% | +19.1% | -18.0% | +0.8% |
| 30D | +9.3% | -21.0% | +30.3% | +9.6% |
| 3M | +12.1% | -34.7% | +46.8% | +12.8% |
| 6M | +40.3% | -45.8% | +86.0% | +41.6% |
| YTD | +45.2% | +79.4% | -34.2% | +39.8% |
| 1Y | +42.4% | +91.0% | -48.6% | +36.8% |
| 3Y | +91.0% | +237.5% | -146.4% | +79.7% |
| 5Y | +157.4% | -30.4% | +187.8% | +144.4% |
| All | +124.9% | +108.0% | +16.9% | +112.5% |
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 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