+86.2%
DOCN vs TEVA
+73.1%
+13.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.4% | +3.1% |
| 7D | +27.4% | +4.5% | +22.9% | +26.1% |
| 30D | -29.7% | +5.8% | -35.6% | -30.7% |
| 3M | -32.5% | +18.8% | -51.3% | -34.8% |
| 6M | -42.2% | +21.9% | -64.1% | -43.4% |
| YTD | +87.2% | +39.9% | +47.3% | +68.1% |
| 1Y | +86.2% | +69.0% | +17.2% | +53.1% |
| All | +86.2% | +73.1% | +13.1% | +53.1% |
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