+77.3%
AZN vs DOCS
-21.0%
+98.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | -0.2% |
| 7D | -0.1% | -0.8% | +0.6% | -0.1% |
| 30D | +16.4% | +17.4% | -1.0% | +16.3% |
| 3M | +15.7% | +57.4% | -41.6% | +15.3% |
| 6M | +0.8% | +26.5% | -25.7% | +0.5% |
| YTD | +2.5% | -26.6% | +29.0% | +3.0% |
| 1Y | +12.4% | -48.1% | +60.5% | +13.6% |
| 3Y | +53.4% | +52.6% | +0.8% | +50.8% |
| 5Y | +62.8% | -52.1% | +114.9% | +61.1% |
| All | +77.3% | -21.0% | +98.3% | +75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 10y: compounded portfolio wealth divided by compounded DOCS 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…
10y analysis · Full analysis span regression · 6 months rolling