+91.6%
JNJ vs DOCS
-54.0%
+145.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.3% | +2.9% | -1.5% |
| 7D | -1.0% | -1.3% | +0.3% | -1.1% |
| 30D | +6.9% | +19.4% | -12.5% | +7.0% |
| 3M | +6.2% | +53.4% | -47.2% | +6.6% |
| 6M | +22.0% | +28.8% | -6.7% | +22.3% |
| YTD | +33.7% | -25.1% | +58.8% | +33.9% |
| 1Y | +49.7% | -48.1% | +97.9% | +49.9% |
| 3Y | +96.0% | +51.4% | +44.6% | +95.4% |
| 5Y | +91.6% | -51.1% | +142.7% | +88.4% |
| All | +91.6% | -54.0% | +145.6% | +88.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling