+151.6%
AMGN vs DOCS
-54.0%
+205.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.3% | +0.5% | -3.7% |
| 7D | -0.1% | -1.3% | +1.2% | -0.1% |
| 30D | +14.3% | +19.4% | -5.1% | +14.0% |
| 3M | +13.5% | +53.4% | -39.9% | +12.8% |
| 6M | +41.5% | +28.8% | +12.8% | +40.8% |
| YTD | +43.5% | -25.1% | +68.6% | +44.0% |
| 1Y | +47.9% | -48.1% | +96.0% | +49.2% |
| 3Y | +86.6% | +51.4% | +35.2% | +83.3% |
| 5Y | +151.6% | -51.1% | +202.7% | +148.6% |
| All | +151.6% | -54.0% | +205.5% | +148.6% |
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