+127.3%
AMGN vs DOCS
-20.2%
+147.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +1.0% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | +12.1% | +7.8% | +4.4% | +12.0% |
| 3M | +13.9% | +20.0% | -6.1% | +13.6% |
| 6M | +42.1% | +26.5% | +15.6% | +41.6% |
| YTD | +45.0% | -25.8% | +70.8% | +45.5% |
| 1Y | +49.3% | -39.5% | +88.8% | +50.2% |
| 3Y | +92.8% | +60.3% | +32.4% | +90.0% |
| 5Y | +156.7% | -57.0% | +213.8% | +155.0% |
| All | +127.3% | -20.2% | +147.5% | +126.0% |
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