+99.7%
JNJ vs DOCS
-20.2%
+119.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +2.1% |
| 7D | +4.3% | 0.0% | +4.3% | +4.3% |
| 30D | +7.9% | +7.8% | +0.1% | +8.0% |
| 3M | +9.4% | +20.0% | -10.6% | +9.5% |
| 6M | +28.8% | +26.5% | +2.3% | +29.1% |
| YTD | +38.5% | -25.8% | +64.3% | +38.6% |
| 1Y | +54.6% | -39.5% | +94.1% | +54.7% |
| 3Y | +108.4% | +60.3% | +48.1% | +108.4% |
| 5Y | +99.6% | -57.0% | +156.6% | +98.5% |
| All | +99.7% | -20.2% | +119.9% | +100.7% |
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