+95.8%
JNJ vs DOCN
+70.4%
+25.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -15.9% | +14.4% | -1.6% |
| 7D | -1.0% | -29.3% | +28.2% | -1.4% |
| 30D | +6.9% | -46.0% | +52.9% | +6.3% |
| 3M | +6.2% | -43.2% | +49.4% | +5.8% |
| 6M | +22.0% | -53.7% | +75.8% | +21.5% |
| YTD | +33.7% | +46.9% | -13.2% | +33.0% |
| 1Y | +49.7% | +54.3% | -4.6% | +49.0% |
| 3Y | +96.0% | +185.5% | -89.6% | +94.2% |
| 5Y | +91.6% | -31.1% | +122.7% | +89.0% |
| All | +95.8% | +70.4% | +25.4% | +99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling