+61.6%
DDOG vs TEVA
+93.8%
-32.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.8% |
| 7D | -10.1% | -0.2% | -9.9% | -10.2% |
| 30D | -24.8% | +4.7% | -29.5% | -25.0% |
| 3M | -12.6% | +5.6% | -18.2% | -13.1% |
| 6M | +79.9% | +10.5% | +69.5% | +76.6% |
| YTD | +56.6% | +16.5% | +40.1% | +53.8% |
| 1Y | +61.6% | +96.8% | -35.2% | +60.4% |
| All | +61.6% | +93.8% | -32.2% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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