-54.2%
DOCS vs TEVA
+364.2%
-418.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.0% | -2.5% |
| 7D | -0.8% | +1.2% | -2.0% | -1.1% |
| 30D | +17.4% | +8.8% | +8.7% | +14.9% |
| 3M | +57.4% | +22.4% | +34.9% | +49.3% |
| 6M | +26.5% | +17.3% | +9.3% | +21.0% |
| YTD | -26.6% | +36.5% | -63.1% | -33.0% |
| 1Y | -48.1% | +74.2% | -122.3% | -55.6% |
| 3Y | +52.6% | +370.8% | -318.2% | -13.8% |
| All | -54.2% | +364.2% | -418.4% | -73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling