+49.1%
JNJ vs DOCS
-37.2%
+86.4%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +4.1% | +0.1% | +4.1% | +4.1% |
| 30D | +14.0% | +8.7% | +5.4% | +14.3% |
| 3M | +9.2% | +32.9% | -23.6% | +10.2% |
| 6M | +27.8% | +25.5% | +2.3% | +27.9% |
| YTD | +39.2% | -25.0% | +64.2% | +38.5% |
| 1Y | +49.1% | -34.9% | +84.0% | +48.5% |
| All | +49.1% | -37.2% | +86.4% | +48.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling