+88.3%
AMGN vs DOCU
+33.7%
+54.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.7% | -5.3% | -1.7% |
| 7D | +1.1% | +6.9% | -5.8% | +0.8% |
| 30D | +7.8% | +19.0% | -11.2% | +7.0% |
| 3M | +27.3% | +34.3% | -7.0% | +25.7% |
| 6M | +16.8% | +48.0% | -31.2% | +14.7% |
| YTD | +36.3% | 0.0% | +36.3% | +36.6% |
| 1Y | +60.4% | -10.3% | +70.7% | +61.4% |
| All | +88.3% | +33.7% | +54.7% | +68.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling