+52.6%
DOCS vs TEVA
+374.5%
-321.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.0% | -2.2% |
| 7D | -0.8% | +1.2% | -2.0% | -0.9% |
| 30D | +17.4% | +8.8% | +8.7% | +16.3% |
| 3M | +57.4% | +22.4% | +34.9% | +53.8% |
| 6M | +26.5% | +17.3% | +9.3% | +24.1% |
| YTD | -26.6% | +36.5% | -63.1% | -29.3% |
| 1Y | -48.1% | +74.2% | -122.3% | -51.4% |
| 3Y | +52.6% | +370.8% | -318.2% | +34.8% |
| All | +52.6% | +374.5% | -321.9% | +34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling