+7,929.4%
TEVA vs DOC
+2,947.9%
+4,981.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.8% |
| 7D | +1.2% | +6.5% | -5.2% | -0.1% |
| 30D | +8.8% | +9.2% | -0.4% | +6.7% |
| 3M | +22.4% | -2.5% | +24.9% | +22.9% |
| 6M | +17.3% | +7.1% | +10.2% | +15.3% |
| YTD | +36.5% | +33.0% | +3.5% | +27.4% |
| 1Y | +74.2% | +23.3% | +50.9% | +65.2% |
| 3Y | +370.8% | +44.9% | +325.9% | +328.5% |
| 5Y | +366.7% | -21.6% | +388.3% | +381.2% |
| 10Y | +10.5% | +17.4% | -6.9% | +2.7% |
| All | +7,929.4% | +2,947.9% | +4,981.5% | +3,009.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling