+101.8%
JNJ vs DOCN
+91.6%
+10.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.0% | -0.5% |
| 7D | +5.5% | -12.1% | +17.6% | +5.4% |
| 30D | +7.4% | -41.0% | +48.4% | +6.9% |
| 3M | +7.8% | -38.7% | +46.5% | +7.4% |
| 6M | +28.2% | -51.5% | +79.7% | +27.8% |
| YTD | +37.9% | +65.3% | -27.4% | +37.3% |
| 1Y | +52.4% | +53.9% | -1.5% | +51.8% |
| 3Y | +107.7% | +215.6% | -107.9% | +106.0% |
| 5Y | +96.5% | -26.2% | +122.7% | +93.9% |
| All | +101.8% | +91.6% | +10.2% | +105.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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