+316.0%
ABBV vs DOCU
+107.7%
+208.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.3% | -2.1% |
| 7D | -0.9% | -3.2% | +2.3% | -0.7% |
| 30D | +8.7% | +15.7% | -6.9% | +7.9% |
| 3M | +17.8% | +37.3% | -19.5% | +15.9% |
| 6M | +41.7% | +63.1% | -21.4% | +37.9% |
| YTD | +29.9% | +15.4% | +14.5% | +28.6% |
| 1Y | +37.0% | +11.3% | +25.6% | +35.7% |
| 3Y | +125.2% | +92.1% | +33.1% | +112.9% |
| 5Y | +193.8% | -70.5% | +264.3% | +207.8% |
| All | +316.0% | +107.7% | +208.3% | +207.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling