-37.4%
DOCS vs TEVA
+327.9%
-365.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.3% |
| 7D | +0.1% | +4.5% | -4.4% | -0.9% |
| 30D | +8.7% | +5.8% | +2.9% | +7.1% |
| 3M | +32.9% | +18.8% | +14.0% | +27.2% |
| 6M | +25.5% | +21.9% | +3.6% | +19.2% |
| YTD | -25.0% | +39.9% | -64.9% | -31.6% |
| 1Y | -34.9% | +69.0% | -103.8% | -43.4% |
| 3Y | +39.3% | +402.9% | -363.6% | -19.0% |
| 5Y | -54.8% | +359.0% | -413.8% | -74.7% |
| All | -37.4% | +327.9% | -365.3% | -66.3% |
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