+235.3%
AMGN vs DOCU
+104.2%
+131.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.1% |
| 7D | -1.2% | -5.5% | +4.3% | -0.9% |
| 30D | +11.5% | +12.6% | -1.2% | +10.7% |
| 3M | +14.4% | +36.4% | -22.0% | +12.3% |
| 6M | +40.9% | +66.8% | -25.9% | +36.6% |
| YTD | +43.5% | +13.5% | +30.1% | +42.0% |
| 1Y | +49.9% | +11.3% | +38.6% | +48.4% |
| 3Y | +84.6% | +92.1% | -7.4% | +74.5% |
| 5Y | +151.6% | -71.0% | +222.6% | +163.5% |
| All | +235.3% | +104.2% | +131.0% | +181.3% |
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