+69.9%
ILMN vs DOCU
+11.4%
+58.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.0% | -6.2% | -7.9% |
| 7D | -28.3% | -3.2% | -25.1% | -28.0% |
| 30D | -24.0% | +15.7% | -39.6% | -25.6% |
| 3M | +4.1% | +37.3% | -33.2% | -0.4% |
| 6M | +49.6% | +63.1% | -13.6% | +37.9% |
| YTD | +58.6% | +15.4% | +43.2% | +57.4% |
| 1Y | +69.9% | +11.3% | +58.6% | +69.2% |
| All | +69.9% | +11.4% | +58.5% | +69.2% |
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