+70.0%
AZN vs DOCS
-52.4%
+122.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -1.1% | +2.6% | -3.6% | -1.1% |
| 30D | +13.8% | +11.4% | +2.4% | +13.7% |
| 3M | +17.3% | +25.4% | -8.1% | +16.9% |
| 6M | -1.7% | +42.5% | -44.3% | -2.3% |
| YTD | +1.4% | -24.7% | +26.1% | +2.0% |
| 1Y | +5.2% | -32.9% | +38.1% | +6.1% |
| 3Y | +52.6% | +39.6% | +13.0% | +48.8% |
| All | +70.0% | -52.4% | +122.4% | +69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling