+65.7%
AMGN vs DOCU
+11.6%
+54.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.6% | +3.7% |
| 7D | +5.9% | -3.7% | +9.6% | +6.0% |
| 30D | +18.7% | +15.0% | +3.8% | +18.5% |
| 3M | +23.4% | +39.9% | -16.5% | +22.9% |
| 6M | +49.7% | +66.2% | -16.4% | +49.0% |
| YTD | +49.2% | +17.7% | +31.5% | +55.2% |
| 1Y | +65.7% | +13.7% | +52.1% | +74.8% |
| All | +65.7% | +11.6% | +54.1% | +74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 1y: compounded portfolio wealth divided by compounded DOCU 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…
1y analysis · Full analysis span regression · 6 months rolling