+87.1%
DOCN vs TEVA
+286.9%
-199.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +1.1% | +11.5% | +12.2% |
| 7D | +16.3% | +1.6% | +14.7% | +15.5% |
| 30D | +2.0% | +4.0% | -1.9% | +0.5% |
| 3M | -25.2% | +10.5% | -35.7% | -28.8% |
| 6M | +132.7% | +18.4% | +114.3% | +114.4% |
| YTD | +163.3% | +17.8% | +145.5% | +143.1% |
| 1Y | +280.3% | +90.5% | +189.9% | +190.3% |
| 3Y | +371.8% | +282.1% | +89.7% | +148.7% |
| 5Y | +87.1% | +291.9% | -204.8% | -12.1% |
| All | +87.1% | +286.9% | -199.8% | -12.1% |
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 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