-4.7%
ILMN vs DOCU
+111.8%
-116.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.2% | -5.1% | -4.9% |
| 7D | -21.6% | -3.7% | -17.8% | -20.8% |
| 30D | -22.9% | +15.0% | -37.8% | -26.1% |
| 3M | +11.6% | +39.9% | -28.3% | +0.4% |
| 6M | +62.5% | +66.2% | -3.6% | +37.3% |
| YTD | +72.7% | +17.7% | +55.0% | +59.9% |
| 1Y | +93.9% | +13.7% | +80.2% | +81.0% |
| 3Y | +99.2% | +95.9% | +3.3% | +48.9% |
| 5Y | -44.8% | -71.7% | +26.9% | -37.8% |
| All | -4.7% | +111.8% | -116.6% | -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