+238.8%
AMGN vs DOCU
+104.4%
+134.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +0.9% | -3.4% | +4.2% | +1.1% |
| 30D | +12.1% | +9.3% | +2.9% | +11.6% |
| 3M | +12.2% | +30.2% | -18.1% | +10.4% |
| 6M | +42.1% | +62.1% | -20.0% | +38.0% |
| YTD | +45.0% | +13.5% | +31.5% | +43.4% |
| 1Y | +47.7% | +11.5% | +36.2% | +46.2% |
| 3Y | +90.4% | +89.5% | +0.9% | +80.1% |
| 5Y | +154.9% | -69.6% | +224.6% | +165.9% |
| All | +238.8% | +104.4% | +134.4% | +184.2% |
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