+318.9%
DOCN vs TEVA
+286.4%
+32.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +3.0% |
| 7D | +1.1% | -0.2% | +1.4% | +1.1% |
| 30D | -9.6% | +4.7% | -14.4% | -10.9% |
| 3M | -37.7% | +5.6% | -43.3% | -39.1% |
| 6M | +115.2% | +10.5% | +104.7% | +106.3% |
| YTD | +133.7% | +16.5% | +117.2% | +120.6% |
| 1Y | +250.2% | +96.8% | +153.4% | +182.5% |
| All | +318.9% | +286.4% | +32.5% | +171.8% |
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