-38.0%
DOCS vs TEVA
+321.3%
-359.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.9% |
| 7D | 0.0% | +5.6% | -5.6% | -1.3% |
| 30D | +7.8% | +4.5% | +3.2% | +6.5% |
| 3M | +20.0% | +21.5% | -1.6% | +14.2% |
| 6M | +26.5% | +20.3% | +6.3% | +20.5% |
| YTD | -25.8% | +37.7% | -63.4% | -32.0% |
| 1Y | -39.5% | +79.3% | -118.7% | -48.2% |
| 3Y | +60.3% | +390.0% | -329.6% | -6.2% |
| 5Y | -57.0% | +362.0% | -419.1% | -75.9% |
| All | -38.0% | +321.3% | -359.3% | -66.6% |
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