+95.0%
JNJ vs DOCU
-71.0%
+166.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +1.4% |
| 7D | +1.1% | -5.5% | +6.7% | +1.1% |
| 30D | +6.9% | +12.6% | -5.8% | +7.0% |
| 3M | +8.0% | +36.4% | -28.4% | +8.2% |
| 6M | +24.3% | +66.8% | -42.5% | +24.7% |
| YTD | +35.6% | +13.5% | +22.2% | +36.1% |
| 1Y | +51.1% | +11.3% | +39.8% | +51.6% |
| 3Y | +98.3% | +92.1% | +6.2% | +97.4% |
| All | +95.0% | -71.0% | +166.0% | +89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling