+9.0%
TEVA vs DOC
+15.7%
-6.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.8% |
| 7D | +1.2% | +6.5% | -5.2% | -0.9% |
| 30D | +8.8% | +9.2% | -0.4% | +5.5% |
| 3M | +22.4% | -2.5% | +24.9% | +23.2% |
| 6M | +17.3% | +7.1% | +10.2% | +14.1% |
| YTD | +36.5% | +33.0% | +3.5% | +22.1% |
| 1Y | +74.2% | +23.3% | +50.9% | +59.8% |
| 3Y | +370.8% | +44.9% | +325.9% | +301.8% |
| 5Y | +366.7% | -21.6% | +388.3% | +390.0% |
| All | +9.0% | +15.7% | -6.7% | -1.0% |
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