+218.4%
AMGN vs DOCU
+80.0%
+138.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.7% | -5.3% | -1.8% |
| 7D | +1.1% | +6.9% | -5.8% | +0.7% |
| 30D | +7.8% | +19.0% | -11.2% | +6.7% |
| 3M | +27.3% | +34.3% | -7.0% | +25.0% |
| 6M | +16.8% | +48.0% | -31.2% | +13.9% |
| YTD | +36.3% | 0.0% | +36.3% | +35.8% |
| 1Y | +60.4% | -10.3% | +70.7% | +60.5% |
| 3Y | +86.3% | +32.4% | +53.9% | +79.9% |
| 5Y | +125.7% | -77.9% | +203.6% | +141.4% |
| All | +218.4% | +80.0% | +138.3% | +169.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling