+158.5%
AMGN vs DOCN
-21.6%
+180.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +9.6% | -9.0% | +0.4% |
| 7D | -2.2% | +3.7% | -5.9% | -2.3% |
| 30D | +12.1% | -33.7% | +45.8% | +12.9% |
| 3M | +13.6% | -27.9% | +41.5% | +14.1% |
| 6M | +43.9% | -46.4% | +90.4% | +45.5% |
| YTD | +45.9% | +81.1% | -35.2% | +39.7% |
| 1Y | +42.1% | +74.3% | -32.2% | +36.2% |
| 3Y | +91.6% | +245.8% | -154.2% | +78.3% |
| 5Y | +158.5% | -23.7% | +182.3% | +149.2% |
| All | +158.5% | -21.6% | +180.1% | +149.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling