+154.5%
AMGN vs DOCS
-51.8%
+206.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.6% |
| 6M | +40.9% | +26.5% | +14.4% | +40.3% |
| YTD | +43.5% | -26.6% | +70.1% | +44.1% |
| 1Y | +49.9% | -48.1% | +98.0% | +51.3% |
| 3Y | +84.6% | +52.6% | +32.0% | +81.2% |
| All | +154.5% | -51.8% | +206.3% | +152.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling