+74.2%
TEVA vs DOC
+20.9%
+53.3%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.9% |
| 7D | +1.2% | +6.5% | -5.2% | +0.5% |
| 30D | +8.8% | +9.2% | -0.4% | +7.6% |
| 3M | +22.4% | -2.5% | +24.9% | +22.7% |
| 6M | +17.3% | +7.1% | +10.2% | +16.3% |
| YTD | +36.5% | +33.0% | +3.5% | +35.0% |
| 1Y | +74.2% | +23.3% | +50.9% | +70.8% |
| All | +74.2% | +20.9% | +53.3% | +70.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling