-26.1%
TEVA vs DOC
-2.1%
-24.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.1% |
| 7D | -0.2% | -1.5% | +1.3% | +0.3% |
| 30D | +4.7% | -4.8% | +9.5% | +6.4% |
| 3M | +5.6% | +6.9% | -1.3% | +3.0% |
| 6M | +10.5% | +20.7% | -10.3% | +2.7% |
| YTD | +16.5% | +34.1% | -17.6% | +4.0% |
| 1Y | +96.8% | +22.6% | +74.1% | +80.9% |
| 3Y | +269.5% | +20.8% | +248.7% | +236.6% |
| 5Y | +283.5% | -24.9% | +308.4% | +308.2% |
| All | -26.1% | -2.1% | -24.0% | -30.2% |
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