+41.3%
AMGN vs DOCN
+55.8%
-14.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | 0.0% |
| 7D | +0.9% | -12.1% | +13.0% | +0.5% |
| 30D | +12.1% | -41.0% | +53.2% | +10.6% |
| 3M | +12.2% | -38.7% | +50.9% | +11.2% |
| 6M | +42.1% | -51.5% | +93.6% | +41.3% |
| YTD | +45.0% | +65.3% | -20.2% | +37.6% |
| All | +41.3% | +55.8% | -14.6% | +33.2% |
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