-10.4%
ILMN vs DOCU
+104.2%
-114.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.1% | +2.9% |
| 7D | -9.7% | -5.5% | -4.1% | -8.2% |
| 30D | -20.4% | +12.6% | -33.0% | -23.3% |
| 3M | +10.0% | +36.4% | -26.4% | -0.2% |
| 6M | +49.5% | +66.8% | -17.3% | +26.2% |
| YTD | +62.5% | +13.5% | +49.0% | +52.1% |
| 1Y | +76.0% | +11.3% | +64.7% | +65.3% |
| 3Y | +94.2% | +92.1% | +2.1% | +46.0% |
| 5Y | -46.3% | -71.0% | +24.7% | -39.8% |
| All | -10.4% | +104.2% | -114.6% | -45.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling