+371.8%
DOCN vs TEVA
+290.6%
+81.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +1.1% | +11.5% | +12.3% |
| 7D | +16.3% | +1.6% | +14.7% | +15.7% |
| 30D | +2.0% | +4.0% | -1.9% | +0.9% |
| 3M | -25.2% | +10.5% | -35.7% | -27.9% |
| 6M | +132.7% | +18.4% | +114.3% | +118.5% |
| YTD | +163.3% | +17.8% | +145.5% | +147.8% |
| 1Y | +280.3% | +90.5% | +189.9% | +209.4% |
| 3Y | +371.8% | +282.1% | +89.7% | +205.3% |
| All | +371.8% | +290.6% | +81.2% | +205.3% |
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 2023-09-08 to 2026-09-08: 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling