-54.4%
DOCS vs TEVA
+261.3%
-315.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.2% | -1.0% |
| 7D | -8.1% | -1.7% | -6.4% | -7.8% |
| 30D | -5.6% | +2.0% | -7.6% | -6.2% |
| 3M | +18.3% | +7.0% | +11.3% | +15.9% |
| 6M | -5.1% | +17.0% | -22.1% | -9.3% |
| YTD | -45.4% | +18.1% | -63.4% | -48.1% |
| 1Y | -65.2% | +87.2% | -152.4% | -70.9% |
| 3Y | +6.6% | +283.1% | -276.4% | -33.4% |
| 5Y | -76.1% | +298.4% | -374.5% | -86.4% |
| All | -54.4% | +261.3% | -315.6% | -74.5% |
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