+7,773.0%
TEVA vs DOC
+2,926.9%
+4,846.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | +0.7% | +6.2% | -5.5% | -0.6% |
| 30D | +6.8% | +6.5% | +0.3% | +5.3% |
| 3M | +20.3% | -6.2% | +26.6% | +21.8% |
| 6M | +16.5% | +25.6% | -9.1% | +10.3% |
| YTD | +33.9% | +32.1% | +1.8% | +25.1% |
| 1Y | +69.8% | +20.3% | +49.5% | +61.9% |
| 3Y | +364.7% | +42.7% | +322.0% | +324.3% |
| 5Y | +357.6% | -22.2% | +379.8% | +372.5% |
| 10Y | +8.3% | +16.5% | -8.2% | +0.8% |
| All | +7,773.0% | +2,926.9% | +4,846.1% | +2,953.4% |
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 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