+111.2%
AMGN vs DOCN
+171.0%
-59.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -1.6% |
| 7D | +1.1% | +1.1% | 0.0% | +1.1% |
| 30D | +7.8% | -9.6% | +17.5% | +8.0% |
| 3M | +27.3% | -37.7% | +64.9% | +28.7% |
| 6M | +16.8% | +115.2% | -98.4% | +12.6% |
| YTD | +36.3% | +133.7% | -97.4% | +30.9% |
| 1Y | +60.4% | +250.2% | -189.7% | +51.9% |
| 3Y | +86.3% | +320.3% | -234.0% | +74.7% |
| 5Y | +125.7% | +53.1% | +72.6% | +112.2% |
| All | +111.2% | +171.0% | -59.8% | +99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling