-50.3%
DOCS vs TEVA
+256.5%
-306.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.6% |
| 7D | -1.4% | -0.2% | -1.2% | -1.4% |
| 30D | +21.8% | +4.7% | +17.1% | +20.3% |
| 3M | +27.3% | +5.6% | +21.7% | +25.1% |
| 6M | -0.3% | +10.5% | -10.8% | -3.4% |
| YTD | -40.5% | +16.5% | -57.0% | -43.3% |
| 1Y | -61.5% | +96.8% | -158.3% | -68.3% |
| 3Y | +8.2% | +269.5% | -261.3% | -31.7% |
| 5Y | -73.4% | +283.5% | -357.0% | -84.7% |
| All | -50.3% | +256.5% | -306.8% | -72.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling