+10.4%
TEVA vs DOC
+20.3%
-9.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.0% |
| 7D | +1.2% | +4.3% | -3.2% | -0.3% |
| 30D | +3.2% | +9.2% | -6.0% | 0.0% |
| 3M | +17.3% | -0.8% | +18.2% | +17.4% |
| 6M | +18.7% | +7.1% | +11.6% | +15.4% |
| YTD | +35.9% | +34.0% | +1.9% | +21.1% |
| 1Y | +74.8% | +23.2% | +51.6% | +60.3% |
| 3Y | +388.5% | +53.6% | +334.9% | +307.9% |
| 5Y | +351.1% | -20.4% | +371.5% | +371.5% |
| 10Y | +10.4% | +23.4% | -13.0% | -0.4% |
| All | +10.4% | +20.3% | -9.9% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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