+47.9%
JNJ vs DOCU
+15.8%
+32.1%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | 0.0% |
| 7D | +1.5% | -0.4% | +1.9% | +1.5% |
| 30D | +6.3% | +12.9% | -6.6% | +7.1% |
| 3M | +8.5% | +35.1% | -26.6% | +10.6% |
| 6M | +28.0% | +76.2% | -48.2% | +33.5% |
| YTD | +37.7% | +17.2% | +20.5% | +41.3% |
| 1Y | +47.9% | +16.4% | +31.5% | +51.9% |
| All | +47.9% | +15.8% | +32.1% | +51.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling