-38.8%
DOCS vs TEVA
+315.7%
-354.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | 0.0% | -1.1% |
| 7D | -0.6% | +1.2% | -1.7% | -0.8% |
| 30D | +6.3% | +3.2% | +3.1% | +5.4% |
| 3M | +26.5% | +17.3% | +9.2% | +21.5% |
| 6M | +24.8% | +18.7% | +6.1% | +19.3% |
| YTD | -26.8% | +35.9% | -62.6% | -32.7% |
| 1Y | -38.3% | +74.8% | -113.1% | -46.9% |
| 3Y | +36.0% | +388.5% | -352.4% | -20.4% |
| 5Y | -55.0% | +351.1% | -406.0% | -74.7% |
| All | -38.8% | +315.7% | -354.5% | -66.9% |
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 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