+83.7%
JNJ vs DOCU
-78.0%
+161.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.7% | -4.8% | -1.1% |
| 7D | +2.7% | +6.9% | -4.2% | +2.7% |
| 30D | +7.4% | +19.0% | -11.6% | +7.5% |
| 3M | +21.2% | +34.3% | -13.1% | +21.4% |
| 6M | +13.4% | +48.0% | -34.6% | +13.6% |
| YTD | +35.1% | 0.0% | +35.1% | +35.5% |
| 1Y | +57.4% | -10.3% | +67.7% | +57.8% |
| 3Y | +86.8% | +32.4% | +54.4% | +85.8% |
| All | +83.7% | -78.0% | +161.6% | +82.7% |
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