+42.7%
AMGN vs DOCN
+77.9%
-35.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.4% | -3.6% | -0.1% |
| 7D | +1.5% | +27.4% | -25.9% | +2.1% |
| 30D | +13.1% | -29.7% | +42.9% | +12.1% |
| 3M | +12.9% | -32.5% | +45.3% | +12.2% |
| 6M | +40.8% | -42.2% | +82.9% | +40.1% |
| YTD | +45.6% | +87.2% | -41.6% | +39.0% |
| 1Y | +42.7% | +86.2% | -43.5% | +36.0% |
| All | +42.7% | +77.9% | -35.2% | +36.0% |
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