+151.6%
AMGN vs DOCU
-71.9%
+223.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.0% | -1.8% | -3.7% |
| 7D | -0.1% | -3.2% | +3.1% | 0.0% |
| 30D | +14.3% | +15.7% | -1.4% | +13.8% |
| 3M | +13.5% | +37.3% | -23.8% | +12.4% |
| 6M | +41.5% | +63.1% | -21.6% | +39.3% |
| YTD | +43.5% | +15.4% | +28.1% | +42.7% |
| 1Y | +47.9% | +11.3% | +36.6% | +47.2% |
| 3Y | +86.6% | +92.1% | -5.5% | +82.0% |
| 5Y | +151.6% | -70.5% | +222.1% | +149.7% |
| All | +151.6% | -71.9% | +223.4% | +149.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling