+70.0%
AZN vs DOCN
-29.3%
+99.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +0.2% |
| 7D | -1.1% | +19.1% | -20.2% | -1.6% |
| 30D | +13.8% | -21.0% | +34.9% | +14.4% |
| 3M | +17.3% | -34.7% | +52.1% | +18.4% |
| 6M | -1.7% | -45.8% | +44.0% | -0.4% |
| YTD | +1.4% | +79.4% | -78.0% | -4.3% |
| 1Y | +5.2% | +91.0% | -85.9% | -1.1% |
| 3Y | +52.6% | +237.5% | -184.8% | +36.4% |
| All | +70.0% | -29.3% | +99.4% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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