+240.1%
AMGN vs DOCU
+110.9%
+129.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +1.5% | +1.6% | -0.1% | +1.4% |
| 30D | +13.1% | +10.8% | +2.3% | +12.5% |
| 3M | +12.9% | +38.0% | -25.1% | +10.8% |
| 6M | +40.8% | +77.4% | -36.6% | +36.0% |
| YTD | +45.6% | +17.2% | +28.4% | +43.7% |
| 1Y | +42.7% | +15.6% | +27.2% | +41.0% |
| 3Y | +91.2% | +95.6% | -4.4% | +80.5% |
| 5Y | +158.1% | -69.7% | +227.9% | +169.7% |
| All | +240.1% | +110.9% | +129.2% | +184.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling