+128.7%
AMGN vs DOCS
-19.3%
+148.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.8% | +0.6% |
| 7D | -2.2% | -4.2% | +2.0% | -2.1% |
| 30D | +12.1% | +8.6% | +3.5% | +12.0% |
| 3M | +13.6% | +27.2% | -13.6% | +13.3% |
| 6M | +43.9% | +26.5% | +17.4% | +43.4% |
| YTD | +45.9% | -25.0% | +70.9% | +46.3% |
| 1Y | +42.1% | -37.0% | +79.1% | +42.9% |
| 3Y | +91.6% | +39.4% | +52.2% | +89.3% |
| 5Y | +158.5% | -56.7% | +215.2% | +156.7% |
| All | +128.7% | -19.3% | +148.0% | +127.4% |
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