-35.6%
DOCN vs TEVA
+364.2%
-399.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.5% | +1.7% |
| 7D | -19.2% | +1.2% | -20.4% | -19.6% |
| 30D | -43.1% | +8.8% | -51.8% | -44.9% |
| 3M | -40.7% | +22.4% | -63.1% | -45.4% |
| 6M | -55.0% | +17.3% | -72.2% | -58.3% |
| YTD | +50.6% | +36.5% | +14.1% | +30.4% |
| 1Y | +54.0% | +74.2% | -20.3% | +20.1% |
| 3Y | +203.9% | +370.8% | -166.9% | +38.4% |
| All | -35.6% | +364.2% | -399.8% | -68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling