+70.0%
AZN vs DOCU
-69.6%
+139.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | 0.0% |
| 7D | -1.1% | +4.1% | -5.1% | -1.2% |
| 30D | +13.8% | +7.4% | +6.5% | +13.5% |
| 3M | +17.3% | +26.0% | -8.7% | +16.1% |
| 6M | -1.7% | +79.2% | -80.9% | -4.5% |
| YTD | +1.4% | +18.1% | -16.7% | +0.6% |
| 1Y | +5.2% | +20.5% | -15.4% | +4.2% |
| 3Y | +52.6% | +96.4% | -43.8% | +44.0% |
| All | +70.0% | -69.6% | +139.7% | +68.7% |
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