+123.4%
ILMN vs DOCU
-9.0%
+132.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.7% | -5.3% | -2.1% |
| 7D | +1.2% | +6.9% | -5.7% | +0.2% |
| 30D | +9.2% | +19.0% | -9.8% | +6.1% |
| 3M | +29.8% | +34.3% | -4.4% | +22.8% |
| 6M | +69.2% | +48.0% | +21.2% | +55.3% |
| YTD | +66.4% | 0.0% | +66.4% | +69.2% |
| 1Y | +123.4% | -10.3% | +133.7% | +126.5% |
| All | +123.4% | -9.0% | +132.4% | +126.5% |
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 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