+122.3%
AMGN vs DOCN
+70.4%
+52.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -15.9% | +12.0% | -3.5% |
| 7D | -0.1% | -29.3% | +29.2% | +0.5% |
| 30D | +14.3% | -46.0% | +60.4% | +15.5% |
| 3M | +13.5% | -43.2% | +56.7% | +14.5% |
| 6M | +41.5% | -53.7% | +95.3% | +43.2% |
| YTD | +43.5% | +46.9% | -3.4% | +38.7% |
| 1Y | +47.9% | +54.3% | -6.4% | +42.6% |
| 3Y | +86.6% | +185.5% | -98.9% | +76.2% |
| 5Y | +151.6% | -31.1% | +182.7% | +139.8% |
| All | +122.3% | +70.4% | +52.0% | +110.9% |
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