+41.5%
AMGN vs DOCS
+33.3%
+8.2%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.3% | +0.5% | -3.6% |
| 7D | -0.1% | -1.3% | +1.2% | 0.0% |
| 30D | +14.3% | +19.4% | -5.1% | +13.7% |
| 3M | +13.5% | +53.4% | -39.9% | +12.4% |
| 6M | +41.5% | +28.8% | +12.8% | +39.6% |
| All | +41.5% | +33.3% | +8.2% | +39.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling