+117.1%
DDOG vs TEVA
+280.8%
-163.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.3% | -0.5% |
| 7D | +3.9% | +2.0% | +1.9% | +3.6% |
| 30D | -8.2% | +1.0% | -9.1% | -8.4% |
| 3M | -5.6% | +7.3% | -12.9% | -6.9% |
| 6M | +73.5% | +21.7% | +51.8% | +66.9% |
| YTD | +62.7% | +18.8% | +43.8% | +57.0% |
| 1Y | +59.0% | +86.5% | -27.5% | +41.3% |
| 3Y | +117.1% | +269.4% | -152.3% | +72.3% |
| All | +117.1% | +280.8% | -163.7% | +72.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling