+73.5%
BMY vs DOCU
+80.0%
-6.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.7% | -5.6% | -2.0% |
| 7D | +0.4% | +6.9% | -6.5% | +0.1% |
| 30D | +5.0% | +19.0% | -14.0% | +4.3% |
| 3M | +19.4% | +34.3% | -14.9% | +17.9% |
| 6M | +9.5% | +48.0% | -38.5% | +7.6% |
| YTD | +28.1% | 0.0% | +28.0% | +27.7% |
| 1Y | +50.0% | -10.3% | +60.3% | +50.0% |
| 3Y | +24.1% | +32.4% | -8.3% | +21.2% |
| 5Y | +25.0% | -77.9% | +102.9% | +31.1% |
| All | +73.5% | +80.0% | -6.5% | +42.3% |
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