+94.9%
JNJ vs DOCS
-36.0%
+130.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.6% | -1.2% |
| 7D | +2.7% | -1.4% | +4.1% | +2.7% |
| 30D | +7.4% | +21.8% | -14.4% | +7.5% |
| 3M | +21.2% | +27.3% | -6.1% | +21.5% |
| 6M | +13.4% | -0.3% | +13.7% | +13.5% |
| YTD | +35.1% | -40.5% | +75.6% | +35.0% |
| 1Y | +57.4% | -61.5% | +119.0% | +57.2% |
| 3Y | +86.8% | +8.2% | +78.6% | +86.4% |
| 5Y | +80.8% | -73.4% | +154.2% | +79.2% |
| All | +94.9% | -36.0% | +130.9% | +95.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling