+212.2%
DOCN vs TEVA
+225.0%
-12.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.2% | +4.5% | +4.6% |
| 7D | +26.5% | -1.7% | +28.2% | +27.3% |
| 30D | +2.3% | +2.0% | +0.3% | +1.4% |
| 3M | -21.2% | +7.0% | -28.2% | -24.0% |
| 6M | +130.6% | +17.0% | +113.6% | +114.0% |
| YTD | +175.7% | +18.1% | +157.6% | +154.9% |
| 1Y | +286.6% | +87.2% | +199.3% | +199.4% |
| 3Y | +394.1% | +283.1% | +111.1% | +168.1% |
| 5Y | +92.1% | +298.4% | -206.3% | -4.7% |
| All | +212.2% | +225.0% | -12.8% | +68.2% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling