+200.6%
ABBV vs DOCU
-71.6%
+272.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +2.8% | -3.4% | +6.1% | +2.8% |
| 30D | +7.0% | +9.3% | -2.3% | +6.8% |
| 3M | +19.2% | +30.2% | -11.0% | +18.8% |
| 6M | +47.8% | +62.1% | -14.4% | +46.8% |
| YTD | +32.5% | +13.5% | +18.9% | +32.3% |
| 1Y | +38.4% | +11.5% | +26.9% | +38.2% |
| 3Y | +134.3% | +89.5% | +44.8% | +131.3% |
| 5Y | +200.6% | -69.6% | +270.3% | +190.4% |
| All | +200.6% | -71.6% | +272.3% | +190.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling