+95.6%
JNJ vs DOCS
-21.0%
+116.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.5% | +1.4% |
| 7D | +1.1% | -0.8% | +1.9% | +1.1% |
| 30D | +6.9% | +17.4% | -10.5% | +7.0% |
| 3M | +8.0% | +57.4% | -49.3% | +8.4% |
| 6M | +24.3% | +26.5% | -2.3% | +24.6% |
| YTD | +35.6% | -26.6% | +62.2% | +35.7% |
| 1Y | +51.1% | -48.1% | +99.1% | +51.1% |
| 3Y | +98.3% | +52.6% | +45.7% | +98.3% |
| 5Y | +94.3% | -52.1% | +146.4% | +93.5% |
| All | +95.6% | -21.0% | +116.6% | +96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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