+86.5%
JNJ vs DOCN
+324.7%
-238.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -4.0% | -1.1% |
| 7D | +2.7% | +1.1% | +1.5% | +2.7% |
| 30D | +7.4% | -9.6% | +17.0% | +7.2% |
| 3M | +21.2% | -37.7% | +58.9% | +20.8% |
| 6M | +13.4% | +115.2% | -101.8% | +13.4% |
| YTD | +35.1% | +133.7% | -98.6% | +35.3% |
| 1Y | +57.4% | +250.2% | -192.7% | +57.8% |
| All | +86.5% | +324.7% | -238.2% | +82.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling