+105.1%
DOCN vs TEVA
+281.3%
-176.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.0% | +7.6% | +8.9% |
| 7D | +3.7% | +3.3% | +0.4% | +2.6% |
| 30D | -33.7% | +5.0% | -38.7% | -34.9% |
| 3M | -27.9% | +18.5% | -46.4% | -32.3% |
| 6M | -46.4% | +20.6% | -67.1% | -50.6% |
| YTD | +81.1% | +38.5% | +42.6% | +58.0% |
| 1Y | +74.3% | +72.1% | +2.2% | +39.9% |
| 3Y | +245.8% | +398.2% | -152.3% | +70.1% |
| 5Y | -23.7% | +353.2% | -377.0% | -63.9% |
| All | +105.1% | +281.3% | -176.2% | +4.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling