+171.9%
JNJ vs DOCU
+111.8%
+60.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.2% | +3.6% | +3.8% |
| 7D | +1.9% | -3.7% | +5.7% | +2.0% |
| 30D | +9.2% | +15.0% | -5.7% | +9.0% |
| 3M | +8.9% | +39.9% | -31.0% | +8.4% |
| 6M | +24.6% | +66.2% | -41.6% | +23.6% |
| YTD | +35.7% | +17.7% | +18.0% | +35.4% |
| 1Y | +51.2% | +13.7% | +37.5% | +51.0% |
| 3Y | +98.8% | +95.9% | +2.9% | +94.2% |
| 5Y | +93.0% | -71.7% | +164.7% | +97.3% |
| All | +171.9% | +111.8% | +60.1% | +134.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling