+91.6%
JNJ vs DOCU
-71.9%
+163.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.5% | -1.5% |
| 7D | -1.0% | -3.2% | +2.2% | -1.1% |
| 30D | +6.9% | +15.7% | -8.8% | +7.0% |
| 3M | +6.2% | +37.3% | -31.0% | +6.5% |
| 6M | +22.0% | +63.1% | -41.1% | +22.4% |
| YTD | +33.7% | +15.4% | +18.3% | +34.2% |
| 1Y | +49.7% | +11.3% | +38.4% | +50.3% |
| 3Y | +96.0% | +92.1% | +3.9% | +95.1% |
| 5Y | +91.6% | -70.5% | +162.1% | +86.4% |
| All | +91.6% | -71.9% | +163.5% | +86.4% |
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 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