+320.4%
ABBV vs DOCU
+104.2%
+216.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.7% | +1.1% |
| 7D | -1.2% | -5.5% | +4.3% | -0.9% |
| 30D | +8.0% | +12.6% | -4.6% | +7.4% |
| 3M | +20.2% | +36.4% | -16.2% | +18.2% |
| 6M | +44.0% | +66.8% | -22.8% | +40.0% |
| YTD | +31.3% | +13.5% | +17.8% | +30.0% |
| 1Y | +37.0% | +11.3% | +25.7% | +35.7% |
| 3Y | +128.0% | +92.1% | +35.9% | +115.5% |
| 5Y | +196.9% | -71.0% | +267.9% | +211.3% |
| All | +320.4% | +104.2% | +216.2% | +211.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling