+125.0%
AMGN vs DOCS
-21.0%
+146.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.1% |
| 7D | -1.2% | -0.8% | -0.4% | -1.2% |
| 30D | +11.5% | +17.4% | -5.9% | +11.2% |
| 3M | +14.4% | +57.4% | -43.0% | +13.7% |
| 6M | +40.9% | +26.5% | +14.4% | +40.4% |
| YTD | +43.5% | -26.6% | +70.1% | +44.0% |
| 1Y | +49.9% | -48.1% | +98.0% | +51.0% |
| 3Y | +84.6% | +52.6% | +32.0% | +82.1% |
| 5Y | +151.6% | -52.1% | +203.7% | +149.9% |
| All | +125.0% | -21.0% | +146.0% | +123.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 10y: compounded portfolio wealth divided by compounded DOCS 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…
10y analysis · Full analysis span regression · 6 months rolling