+100.9%
JNJ vs DOCN
-29.3%
+130.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.2% | +4.9% | +0.8% |
| 7D | +3.5% | +19.1% | -15.6% | +3.6% |
| 30D | +12.5% | -21.0% | +33.6% | +12.3% |
| 3M | +9.6% | -34.7% | +44.3% | +9.3% |
| 6M | +25.3% | -45.8% | +71.1% | +25.0% |
| YTD | +40.3% | +79.4% | -39.1% | +39.5% |
| 1Y | +49.6% | +91.0% | -41.4% | +48.8% |
| 3Y | +110.8% | +237.5% | -126.7% | +108.0% |
| All | +100.9% | -29.3% | +130.3% | +97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling