+176.0%
JNJ vs DOCU
+110.9%
+65.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | -0.2% |
| 7D | +1.5% | -0.4% | +1.9% | +1.5% |
| 30D | +6.3% | +12.9% | -6.6% | +6.1% |
| 3M | +8.5% | +35.1% | -26.6% | +8.0% |
| 6M | +28.0% | +76.2% | -48.2% | +26.9% |
| YTD | +37.7% | +17.2% | +20.5% | +37.4% |
| 1Y | +47.9% | +16.4% | +31.5% | +47.6% |
| 3Y | +107.4% | +95.6% | +11.8% | +102.6% |
| 5Y | +97.7% | -68.5% | +166.3% | +101.1% |
| All | +176.0% | +110.9% | +65.0% | +138.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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