+93.9%
ILMN vs DOCU
+11.6%
+82.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.2% | -5.1% | -4.9% |
| 7D | -21.6% | -3.7% | -17.8% | -21.2% |
| 30D | -22.9% | +15.0% | -37.8% | -24.4% |
| 3M | +11.6% | +39.9% | -28.3% | +6.5% |
| 6M | +62.5% | +66.2% | -3.6% | +49.5% |
| YTD | +72.7% | +17.7% | +55.0% | +71.4% |
| 1Y | +93.9% | +13.7% | +80.2% | +93.1% |
| All | +93.9% | +11.6% | +82.3% | +93.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling