+80.1%
AZN vs DOCS
-20.2%
+100.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.6% |
| 7D | +1.5% | 0.0% | +1.5% | +1.5% |
| 30D | +19.0% | +7.8% | +11.2% | +18.9% |
| 3M | +17.3% | +20.0% | -2.6% | +17.1% |
| 6M | +3.6% | +26.5% | -22.9% | +3.3% |
| YTD | +4.1% | -25.8% | +29.8% | +4.6% |
| 1Y | +13.1% | -39.5% | +52.6% | +14.0% |
| 3Y | +55.8% | +60.3% | -4.6% | +53.0% |
| 5Y | +66.5% | -57.0% | +123.5% | +64.2% |
| All | +80.1% | -20.2% | +100.2% | +78.2% |
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