+130.8%
AMGN vs DOCU
-78.0%
+208.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.7% | -5.3% | -1.7% |
| 7D | +1.1% | +6.9% | -5.8% | +0.9% |
| 30D | +7.8% | +19.0% | -11.2% | +7.2% |
| 3M | +27.3% | +34.3% | -7.0% | +26.1% |
| 6M | +16.8% | +48.0% | -31.2% | +15.3% |
| YTD | +36.3% | 0.0% | +36.3% | +36.2% |
| 1Y | +60.4% | -10.3% | +70.7% | +60.6% |
| 3Y | +86.3% | +32.4% | +53.9% | +83.2% |
| All | +130.8% | -78.0% | +208.8% | +133.8% |
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 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